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~isPartOf:"The European journal of finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"CAPM"
~subject:"Theorie"
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1
Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas
;
Floros, Christos
; …
- In:
The European journal of finance
27
(
2021
)
10
,
pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
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2
How candlestick features affect the performance of
volatility
forecasts : evidence from the stock market
Su, Jung-bin
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 486-506
Persistent link: https://www.econbiz.de/10010528953
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3
Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
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4
A note on institutional hierarchy and
volatility
in financial markets
Alfarano, Simone
;
Milaković, Mishael
;
Raddant, Matthias
- In:
The European journal of finance
19
(
2013
)
5/6
,
pp. 449-465
Persistent link: https://www.econbiz.de/10010243602
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5
Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
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6
Stock market
volatility
and learning
Adam, Klaus
;
Marcet, Albert
;
Nicolini, Juan Pablo
- In:
The journal of finance : the journal of the American …
71
(
2016
)
1
,
pp. 33-82
Persistent link: https://www.econbiz.de/10011561878
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7
Estimation of global systematic risk for securities listed in multiple markets
Ghai, Gauri L.
(
contributor
)
- In:
The European journal of finance
7
(
2001
)
2
,
pp. 117-130
Persistent link: https://www.econbiz.de/10001603194
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8
Is the covariance of international stock market returns regime dependent?
Jochum, Christian
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 247-268
Persistent link: https://www.econbiz.de/10001603505
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9
Validity of discrete-time stochastic
volatility
models in non-synchronous equity markets
Solibakke, Per Bjarte
- In:
The European journal of finance
9
(
2003
)
5
,
pp. 420-448
Persistent link: https://www.econbiz.de/10001885422
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10
Foreign speculators and emerging equity markets
Bekaert, Geert
;
Harvey, Campbell R.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 565-613
Persistent link: https://www.econbiz.de/10001497269
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