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Finance research letters
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Applied economics
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ECONIS (ZBW)
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1
A new variant of RealGARCH for volatility modeling
Xie, Haibin
;
Qi, Nan
;
Wang, Shouyang
- In:
Finance research letters
28
(
2019
),
pp. 438-443
Persistent link: https://www.econbiz.de/10012388363
Saved in:
2
Time variation in the relative importance of permanent and transitory components in the U.S. housing market
Kishor, N. Kundan
;
Kumari, Swati
;
Song, Suyong
- In:
Finance research letters
12
(
2015
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011552261
Saved in:
3
Is gold a safe haven against equity market investment in emerging and developing countries?
Gürgün, Gözde
;
Ünalmış, İbrahim
- In:
Finance research letters
11
(
2014
)
4
,
pp. 341-348
Persistent link: https://www.econbiz.de/10011300444
Saved in:
4
Deposit insurance pricing under
GARCH
Liu, Hailong
;
Li, Rui
;
Yuan, Jinjian
- In:
Finance research letters
26
(
2018
),
pp. 242-249
Persistent link: https://www.econbiz.de/10012005690
Saved in:
5
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data
Klein, Tony
;
Walther, Thomas
- In:
Finance research letters
22
(
2017
),
pp. 274-279
Persistent link: https://www.econbiz.de/10011808179
Saved in:
6
Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Saved in:
7
Marginal speculation and hedging in commodity markets
Ulusoy, Veysel
;
Onbirler, Özgür Ünal
- In:
Finance research letters
23
(
2017
),
pp. 269-282
Persistent link: https://www.econbiz.de/10011808416
Saved in:
8
Understanding the FTX exchange collapse : a dynamic connectedness approach
Akyildirim, Erdinc
;
Conlon, Thomas
;
Corbet, Shaen
; …
- In:
Finance research letters
53
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014472440
Saved in:
9
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
10
Price discovery in the volatility index option market : a univariate
GARCH
approach
Venter, Pierre J
;
Maré, E.
- In:
Finance research letters
44
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014494881
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