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Volatility and dynamic conditional correlations of worldwide emerging and frontier markets
Baumöhl, Eduard; Lyócsa, Štefan - In: Economic modelling 38 (2014), pp. 175-183
Persistent link: https://www.econbiz.de/10010418125
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FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan; Plíhal, Tomáš; Výrost, Tomáš - In: Finance research letters 40 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
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Stock market oscillations during the corona crash : the role of fear and uncertainty
Lyócsa, Štefan; Molnár, Peter - In: Finance research letters 36 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012484193
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The effect of non-trading days on volatility forecasts in equity markets
Lyócsa, Štefan; Molnár, Peter - In: Finance research letters 23 (2017), pp. 39-49
Persistent link: https://www.econbiz.de/10011808350
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The US banking crisis in 2023 : intraday attention and price variation of banks at risk
Lyócsa, Štefan; Halousková, Martina; Haugom, Erik - In: Finance research letters 57 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014526689