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HFDF <2, 1998, Zürich>
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Journal of empirical finance
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ECONIS (ZBW)
265
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1
Box-Cox stochastic
volatility
models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 549-566
Persistent link: https://www.econbiz.de/10003759632
Saved in:
2
Can exchange rate
volatility
explain persistence in the forward premium?
Kellard, Neil
;
Sarantis, Nicholas
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003759755
Saved in:
3
Quantile forecasts of daily exchange rate returns from forecasts of realized
volatility
Clements, Michael P.
;
Galvão, Ana Beatriz C.
;
Kim, Jae H.
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 729-750
Persistent link: https://www.econbiz.de/10003759766
Saved in:
4
Hourly index return autocorrelation and conditional
volatility
in an EAR-GJR-GARCH model with generalized error distribution
Chen, Carl R.
;
Su, Yuli
;
Huang, Ying
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 789-798
Persistent link: https://www.econbiz.de/10003759773
Saved in:
5
A comparison of trading and non-trading mechanisms for price discovery
Barclay, Michael J.
;
Hendershott, Terrence
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 839-849
Persistent link: https://www.econbiz.de/10003776361
Saved in:
6
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
Saved in:
7
Information content and other characteristics of the daily cross-sectional dispersion in stock returns
Connolly, Robert A.
;
Stivers, Christopher T.
- In:
Journal of empirical finance
13
(
2006
)
1
,
pp. 79-112
Persistent link: https://www.econbiz.de/10003278630
Saved in:
8
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
Saved in:
9
Multistep predictions for multivariate GARCH models : closed form solution and the value for portfolio management
Hlouskova, Jaroslava
;
Schmidheiny, Kurt
;
Wagner, Martin
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 330-336
Persistent link: https://www.econbiz.de/10003839340
Saved in:
10
A censored stochastic
volatility
approach to the estimation of price limit moves
Hsieh, Ping-hung
;
Yang, J. Jimmy
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 337-351
Persistent link: https://www.econbiz.de/10003839342
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