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Sudden changes in extreme value volatility estimator : modeling and forecasting with economic significance analysis
Kumar, Dilip - In: Economic modelling 49 (2015), pp. 354-371
Persistent link: https://www.econbiz.de/10011439594
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The impact of financial crises on the risk-return tradeoff and the leverage effect
Christensen, Bent Jesper; Nielsen, Morten Ørregaard; … - In: Economic modelling 49 (2015), pp. 407-418
Persistent link: https://www.econbiz.de/10011439598
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Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén; Ramos, Sofia B.; Veiga, Helena - In: Economic modelling 50 (2015), pp. 212-227
Persistent link: https://www.econbiz.de/10011440530
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Measuring financial market risk contagion using dynamic MRS-Copula models : the case of Chinese and other international stock markets
Changqing, Luo; Chi, Xie; Cong, Yu; Yan, Xu - In: Economic modelling 51 (2015), pp. 657-671
Persistent link: https://www.econbiz.de/10011476241
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Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis
Shen, Dehua; Li, Xiao; Zhang, Wei - In: Economic modelling 69 (2018), pp. 127-133
Persistent link: https://www.econbiz.de/10012016139
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Return transmission and asymmetric volatility spillovers between oil futures and oil equities : new DCC-MEGARCH analyses
Tsuji, Chikashi - In: Economic modelling 74 (2018), pp. 167-185
Persistent link: https://www.econbiz.de/10012101322
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Gold returns: Do business cycle asymmetries matter? : evidence from an international country sample
Apergēs, Nikolaos; Eleftheriou, Sophia - In: Economic modelling 57 (2016), pp. 164-170
Persistent link: https://www.econbiz.de/10011646877
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Short selling constraints and stock returns volatility : empirical evidence from the German stock market
Bohl, Martin T.; Reher, Gerrit; Wilfling, Bernd - In: Economic modelling 58 (2016), pp. 159-166
Persistent link: https://www.econbiz.de/10011647079
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Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Economic modelling 58 (2016), pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
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Returns, correlations, and volatilities in equity markets : evidence from six OECD countries during the US financial crisis
Kim, Hyun Seok; Min, Hong-ghi; McDonald, Judith Ann - In: Economic modelling 59 (2016), pp. 9-22
Persistent link: https://www.econbiz.de/10011647590