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Does idiosyncratic volatility matter in the emerging markets? : Istanbul Stock Exchange evidence
Gökgöz, Fazıl; Altintaş, Ipek - In: Economic research 26 (2013) 3, pp. 133-150
Persistent link: https://www.econbiz.de/10010197022
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Interdepence between the Slovenian and European stock markets : a DCC-GARCH analysis
Dajčman, Silvo; Festić, Mejra - In: Economic research 25 (2012) 2, pp. 379-395
Persistent link: https://www.econbiz.de/10009564268
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Stock market trading volumes and economic uncertainty dependence : before and during Sino-U.S. trade friction
Cai, Yuxin; Tao, Yuyu; Yan, Zhengxuan - In: Economic research 33 (2020) 1,2, pp. 1711-1728
Persistent link: https://www.econbiz.de/10013191136
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Frequency domain causality analysis of intra- and inter-regional return and volatility spillovers of South-East European (SEE) stock markets
Özer, Mustafa; Kamenković, Sandra; Grubišić, Zoran - In: Economic research 33 (2020) 1,1, pp. 1-25
Persistent link: https://www.econbiz.de/10013173475
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Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Economic research 33 (2020) 1,1, pp. 160-181
Persistent link: https://www.econbiz.de/10013173486
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Mean reversion in international markets : evidence from G.A.R.C.H. and half-life volatility models
Ahmed, Rizwan Raheem; Vveinhardt, Jolita; … - In: Economic research 31 (2018) 1,2, pp. 1198-1217
Persistent link: https://www.econbiz.de/10012391404
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Pricing of risk and volatility dynamics on an emerging stock market : evidence from both aggregate and disaggregate data
Khan, Faisal; Ur Rehman, Saif; Khan, Hashim; Xu, Tie - In: Economic research 29 (2016) 1, pp. 799-815
Persistent link: https://www.econbiz.de/10012222011
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GARCH models in value at risk estimation : empirical evidence from the Montenegrin stock exchange
Cerovic Smolovic, Julija; Lipovina-Božović, Milena; … - In: Economic research 30 (2017) 1,1, pp. 477-498
Persistent link: https://www.econbiz.de/10012223947
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Macroeconomic factors explaining stock volatility : multi-country empirical evidence from the auto industry
Vychytilová, Jana; Pavelková, Drahomíra; Pham Ha; … - In: Economic research 32 (2019) 1,4, pp. 3333-3347
Persistent link: https://www.econbiz.de/10012404013
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Structural change in the correlation, return and volatility spillovers : evidence from the oil, stock and exchange rate markets in the United States
Su, Jung-bin - In: Economic research 35 (2022) 1,6, pp. 6918-6944
Persistent link: https://www.econbiz.de/10014428554