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Stock Market Volatility : A Re...
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International journal of theoretical and applied finance
NBER working paper series
1,312
Finance research letters
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International review of financial analysis
1,056
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
315
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1
A multivariate regime switching approach to the relation between the stock market, the interest rate and output
Kanas, Angelos
- In:
International journal of theoretical and applied finance
11
(
2008
)
7
,
pp. 657-671
Persistent link: https://www.econbiz.de/10003791845
Saved in:
2
Modeling the risk and return relation conditional on markt
volatility
and market conditions
Galagedera, Don U. A.
;
Faff, Robert W.
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10002625219
Saved in:
3
Fractional integration in the stock market
volatility
series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
Saved in:
4
Causal linkages among Shanghai, Shenzhen, and Hong Kong stock markets
Zhu, Hongquan
;
Lu, Zu-di
;
Wang, Shouyang
;
Soofi, Abdollah S.
- In:
International journal of theoretical and applied finance
7
(
2004
)
2
,
pp. 135-149
Persistent link: https://www.econbiz.de/10002021489
Saved in:
5
The number of regimes across asset returns : identification and economic value
Gatumel, Mathieu
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10010438505
Saved in:
6
Dividend policy, trading characteristics and share prices : empirical evidence from Egyptian firms
Omran, Mohammed
;
Pointon, John
- In:
International journal of theoretical and applied finance
7
(
2004
)
2
,
pp. 121-133
Persistent link: https://www.econbiz.de/10002021481
Saved in:
7
Dividends and uncertainty : evidence from the Italian market
Battauz, Anna
;
Beccacece, Francesca
- In:
International journal of theoretical and applied finance
7
(
2004
)
1
,
pp. 45-62
Persistent link: https://www.econbiz.de/10001946382
Saved in:
8
When the bubble is going to burst
Chen, Jing
- In:
International journal of theoretical and applied finance
2
(
1999
)
3
,
pp. 285-292
Persistent link: https://www.econbiz.de/10001437397
Saved in:
9
A model of stock market bubble under uncertain fundamentals
Dean, James W.
;
Milovanov, T.
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 599
Persistent link: https://www.econbiz.de/10001524508
Saved in:
10
Break-down of scaling and convergence to Gaussian distribution in stock market data
Kullmann, L.
(
contributor
)
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 371-373
Persistent link: https://www.econbiz.de/10001522887
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