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~subject:"CAPM"
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CAPM
Stochastischer Prozess
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Volatility
246
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97
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Balaban, Ercan
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Economics letters
NBER working paper series
270
Working paper / National Bureau of Economic Research, Inc.
247
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233
Journal of econometrics
204
International journal of theoretical and applied finance
190
Journal of banking & finance
188
Finance research letters
177
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136
Economic modelling
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International review of financial analysis
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The inefficiency of Bitcoin revisited : a dynamic approach
Bariviera, Aurelio Fernández
- In:
Economics letters
161
(
2017
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011903819
Saved in:
62
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
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63
Volatility
equicorrelation : a cross-market perspective
Aboura, Sofiane
;
Chevallier, Julien
- In:
Economics letters
122
(
2014
)
2
,
pp. 289-295
Persistent link: https://www.econbiz.de/10010395117
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64
Commodity price changes and the predictability of economic policy uncertainty
Wang, Yudong
;
Zhang, Bing
;
Diao, Xundi
;
Wu, Chongfeng
- In:
Economics letters
127
(
2015
),
pp. 39-42
Persistent link: https://www.econbiz.de/10011382844
Saved in:
65
Growth,
volatility
and learning
Blackburn, Keith
;
Galindev, Ragchaasuren
- In:
Economics letters
79
(
2003
)
3
,
pp. 417-421
Persistent link: https://www.econbiz.de/10001755302
Saved in:
66
On measuring
volatility
of diffusion processes with high frequency data
Barucci, Emilio
;
Renò, Roberto
- In:
Economics letters
74
(
2002
)
3
,
pp. 371-378
Persistent link: https://www.econbiz.de/10001654097
Saved in:
67
Inflation and relative price variability
Bakhshi, Hasan
- In:
Economics letters
76
(
2002
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10001672020
Saved in:
68
Market-makers' supply and pricing of financial market liquidity
Shen, Pu
;
Starr, Ross M.
- In:
Economics letters
76
(
2002
)
1
,
pp. 53-58
Persistent link: https://www.econbiz.de/10001672132
Saved in:
69
Variable capital utilization and investment shocks
Ejarque, João
- In:
Economics letters
65
(
1999
)
2
,
pp. 199-203
Persistent link: https://www.econbiz.de/10001416529
Saved in:
70
Multiscale behaviour of
volatility
autocorrelations in a financial market
Pasquini, Michele
;
Serva, Maurizio
- In:
Economics letters
65
(
1999
)
3
,
pp. 275-279
Persistent link: https://www.econbiz.de/10001422779
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