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Asset Volatility
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Volatility
246
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142
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Gupta, Rangan
5
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3
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2
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Economics letters
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ECONIS (ZBW)
443
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443
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1
Predicting Markov
volatility
switches using monetary policy variables
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
95
(
2007
)
1
,
pp. 110-116
Persistent link: https://www.econbiz.de/10003448218
Saved in:
2
Spurious regressions driven by excessive
volatility
Kim, Chang Sik
;
Lee, Sungro
- In:
Economics letters
113
(
2011
)
3
,
pp. 292-297
Persistent link: https://www.econbiz.de/10009503041
Saved in:
3
An ARCH model without intercept
Hafner, Christian M.
;
Preminger, Arie
- In:
Economics letters
129
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011421858
Saved in:
4
Predicting stock returns and
volatility
using consumption-aggregate wealth ratios : a nonlinear approach
Bekiros, Stelios
;
Gupta, Rangan
- In:
Economics letters
131
(
2015
),
pp. 83-85
Persistent link: https://www.econbiz.de/10011422667
Saved in:
5
International economic policy uncertainty and stock prices : wavelet approach
Ko, Jun-Hyung
;
Lee, Chang-Min
- In:
Economics letters
134
(
2015
),
pp. 118-122
Persistent link: https://www.econbiz.de/10011432368
Saved in:
6
Time varying price discovery
Avino, Davide
;
Lazar, Emese
;
Varotto, Simone
- In:
Economics letters
126
(
2015
),
pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
Saved in:
7
News shocks, nonfundamentalness and
volatility
Offick, Sven
;
Wohltmann, Hans-Werner
- In:
Economics letters
119
(
2013
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10009727087
Saved in:
8
GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
9
Periodically collapsing Evans bubbles and stock-price
volatility
Rotermann, Benedikt
;
Wilfling, Bernd
- In:
Economics letters
123
(
2014
)
3
,
pp. 383-386
Persistent link: https://www.econbiz.de/10010401222
Saved in:
10
When R 2 meets the short-sales constraints
Cai, Jinghan
;
Xia, Le
- In:
Economics letters
125
(
2014
)
3
,
pp. 336-339
Persistent link: https://www.econbiz.de/10010506091
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