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Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros; Floros, Christos - In: Research in international business and finance 28 (2013), pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
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Optimally sampled realized range-based volatility estimators
Vortelinos, Dimitrios I. - In: Research in international business and finance 30 (2014), pp. 34-50
Persistent link: https://www.econbiz.de/10010390353
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Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - In: Research in international business and finance 58 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
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MENA stock market volatility persistence : evidence before and after the financial crisis of 2008
Assaf, Ata - In: Research in international business and finance 36 (2016), pp. 222-240
Persistent link: https://www.econbiz.de/10011594406
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Modelling long memory in volatility in sub-Saharan African equity markets
Kuttu, Saint - In: Research in international business and finance 44 (2018), pp. 176-185
Persistent link: https://www.econbiz.de/10011983033
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Volatility dynamics of crypto-currencies’ returns : Evidence from asymmetric and long memory GARCH models
Fakhfekh, Mohamed; Jeribi, Ahmed - In: Research in international business and finance 51 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012210511
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The volatility dynamics of spot and futures gold prices : evidence from Russia
Kirkulak-Uludag, Berna; Lkhamazhapov, Zorikto - In: Research in international business and finance 38 (2016), pp. 474-484
Persistent link: https://www.econbiz.de/10011640711
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Long memory and volatility persistence across BRICS stock markets
Tripathy, Nalini Prava - In: Research in international business and finance 63 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10014248974
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Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun; Huang, Yilong; Xiao, Binuo - In: Research in international business and finance 56 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
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Return and volatility properties : stylized facts from the universe of cryptocurrencies and NFTs
Ghosh, Bikramaditya; Bouri, Elie; Wee, Jung Bum; … - In: Research in international business and finance 65 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014432708