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Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón - In: Journal of empirical finance 5 (1998) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
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The performance of international asset allocation strategies using conditioning information
Solnik, Bruno - In: Journal of empirical finance 1 (1993) 1, pp. 30-55
Persistent link: https://www.econbiz.de/10001146689
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Market closure and predictability of intradaily stock returns in the United States and Japan
Lin, Wen-ling Tsai - In: Journal of empirical finance 2 (1995) 1, pp. 19-44
Persistent link: https://www.econbiz.de/10001181812
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International stock price spillovers and market liberalization : evidence from Korea, Japan, and the United States
Kim, Sang W. - In: Journal of empirical finance 2 (1995) 2, pp. 117-133
Persistent link: https://www.econbiz.de/10001183231
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Neglected common factors in exchange rate volatility
Mahieu, Ronald J. - In: Journal of empirical finance 1 (1993) 3, pp. 279-311
Persistent link: https://www.econbiz.de/10001166792
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Public information releases, private information arrival and volatility in the foreign exchange market
DeGennaro, Ramon P. - In: Journal of empirical finance 4 (1997) 4, pp. 295-315
Persistent link: https://www.econbiz.de/10001236464
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Stochastic correlation across international stock markets
Ball, Clifford A.; Torous, Walter N. - In: Journal of empirical finance 7 (2000) 3/4, pp. 373-388
Persistent link: https://www.econbiz.de/10001558278
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Winter blues and time variation in the price of risk
Garrett, Ian; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of empirical finance 12 (2005) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
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Structural change and long-range dependence in volatility of exchange rates : either, neither or both?
Morana, Claudio; Beltratti, Andrea - In: Journal of empirical finance 11 (2004) 5, pp. 629-658
Persistent link: https://www.econbiz.de/10002260298
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On the risk return relationship
Wang, Jian-xin; Yang, Minxian - In: Journal of empirical finance 21 (2013), pp. 132-141
Persistent link: https://www.econbiz.de/10009745277