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The stock exchange of Suriname: returns, volatility, correlations and efficiency
Bodeutsch, Denice; Franses, Philip Hans - 2012
Persistent link: https://www.econbiz.de/10010354451
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The stock exchange of Suriname: returns, volatility, correlations and weak-form efficiency
Bodeutsch, Denice; Franses, Philip Hans - 2014
Persistent link: https://www.econbiz.de/10010359786
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Long run returns predictability and volatility with moving averages
Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - 2018
Persistent link: https://www.econbiz.de/10011920696
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Dynamic conditional correlations in international stock, bond and foreign exchange markets : emerging markets evidence
Hakim, Abdul; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003908709
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Market timing with moving averages
Ilomäki, Jukka; Laurila, Hannu; McAleer, Michael - 2018 - Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
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Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin; Ilomäki, Jukka; Laurila, Hannu; … - 2018
Persistent link: https://www.econbiz.de/10011920543
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Simple market timing with moving averages
Ilomäki, Jukka; Laurila, Hannu; McAleer, Michael - 2018
Persistent link: https://www.econbiz.de/10011863543
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Testing for volatility co-movement in bivariate stochastic volatility models
Chen, Jinghui; Kobayashi, Masahito; McAleer, Michael - 2017 - Revised: February 2017
Persistent link: https://www.econbiz.de/10011659216
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Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim (contributor); Dijk, Dick van (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003754160
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Shock and volatility spillovers among equity sectors of the gulf Arab stock markets
Hammoudeh, Shawkat M. (contributor); Yuan, Yuan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003780792