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Interrelationships among the Taiwanese, Japanese and Korean TFT-LCD panel industry stock market indexes : an application of the trivariate FIEC-FIGARCH model
Liu, Hsiang-hsi - In: Economic modelling 29 (2012) 6, pp. 2724-2733
Persistent link: https://www.econbiz.de/10009673617
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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Global and regional volatility spillovers to GCC stock markets
Alotaibi, Abdullah R.; Mishra, Anil V. - In: Economic modelling 45 (2015), pp. 38-49
Persistent link: https://www.econbiz.de/10011334180
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Robust analysis for downside risk in portfolio management for a volatile stock market
Ayub, Usman; Ali Shah, Syed Zulfiqar; Abbas, Qaisar - In: Economic modelling 44 (2015), pp. 86-96
Persistent link: https://www.econbiz.de/10011326281
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Real or spurious long memory characteristics of volatility : empirical evidence from an emerging market
Yalama, Abdullah; Celik, Sibel - In: Economic modelling 30 (2013), pp. 67-72
Persistent link: https://www.econbiz.de/10009702263
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Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
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Correlations and volatility spillovers across commodity and stock markets : linking energies, food, and gold
Mensi, Walid; Beljid, Makram; Boubaker, Adel; Managi, … - In: Economic modelling 32 (2013), pp. 15-22
Persistent link: https://www.econbiz.de/10009760820
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Integration of world leaders and emerging powers into the Malaysian stock market : a DCC-MGARCH approach
Hooi Hooi Lean; Teng, Kee Tuan - In: Economic modelling 32 (2013), pp. 333-342
Persistent link: https://www.econbiz.de/10009761527
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Monetary shocks and asymmetric effects in an emerging stock market : the case of China
Guo, Feng; Hu, Jinyan; Jiang, Mingming - In: Economic modelling 32 (2013), pp. 532-538
Persistent link: https://www.econbiz.de/10009762059
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Macro fundamentals as a source of stock market volatility in China : a GARCH-MIDAS approach
Girardin, Eric; Joyeux, Roselyne - In: Economic modelling 34 (2013), pp. 59-68
Persistent link: https://www.econbiz.de/10010360615