Narrow search
Showing 1 - 10 of 518
Cover Image
A note on cointegration of international stock market indices
Dimpfl, Thomas - In: International review of financial analysis 33 (2014), pp. 10-16
Persistent link: https://www.econbiz.de/10010520092
Cover Image
Another look at the forecast performance of ARFIMA models
Ellis, Craig; Wilson, Patrick James - In: International review of financial analysis 13 (2004) 1, pp. 63-81
Persistent link: https://www.econbiz.de/10002066889
Cover Image
Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures
Gannon, Gerard L. - In: International review of financial analysis 7 (1998) 1, pp. 19-36
Persistent link: https://www.econbiz.de/10001252958
Cover Image
Temporal aggregation of the Aumann-Serrano and Foster-Hart performance indexes
Hodoshima, Jiro; Yamawake, Toshiyuki - In: International review of financial analysis 83 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013454995
Cover Image
The war on terror and its impact on the long-term volatility of financial markets
Fernández, Viviana - In: International review of financial analysis 17 (2008) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003765173
Cover Image
Go long or short in pyramids? : news from the Egyptian stock market
Billmeier, Andreas; Massa, Isabella - In: International review of financial analysis 17 (2008) 5, pp. 949-970
Persistent link: https://www.econbiz.de/10003792321
Cover Image
Index inclusion and commonality in liquidity : evidence from the stock exchange of Hong Kong
Brockman, Paul; Chung, Dennis Y. - In: International review of financial analysis 15 (2006) 4/5, pp. 291-305
Persistent link: https://www.econbiz.de/10003377232
Cover Image
Spillover of fear : evidence from the stock markets of five developed countries
Tsai, I-C. - In: International review of financial analysis 33 (2014), pp. 281-288
Persistent link: https://www.econbiz.de/10010520408
Cover Image
Value-at-risk for long and short trading positions : evidence from developed and emerging equity markets
Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International review of financial analysis 20 (2011) 3, pp. 165-176
Persistent link: https://www.econbiz.de/10009295738
Cover Image
A multilateral approach to examining the comovements among major world equity markets
Hsin, Chin-wen - In: International review of financial analysis 13 (2004) 4, pp. 433-462
Persistent link: https://www.econbiz.de/10002224873