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Pension plan solvency and extreme market movements : a regime switching approach
Abourashchi, Niloufar; Clacher, Iain; Freeman, Mark C.; … - In: The European journal of finance 22 (2016) 13/15, pp. 1292-1319
Persistent link: https://www.econbiz.de/10011715427
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Testing for changing persistence in US Treasury on off spreads under weighted-symmetric estimation
Smith, L. Vanessa; Tambakis, Demosthenes Nicholas - In: The European journal of finance 14 (2008) 1/2, pp. 75-89
Persistent link: https://www.econbiz.de/10003744691
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Hedging effectiveness of the Athens stock index futures contracts
Kavussanos, Manolis G.; Visvikis, Ilias D. - In: The European journal of finance 14 (2008) 3/4, pp. 243-270
Persistent link: https://www.econbiz.de/10003744788
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The effectiveness of dynamic hedging : evidence from selected European stock index futures
Sultan, Jahangir; Hasan, Mohammad S. - In: The European journal of finance 14 (2008) 5/6, pp. 469-488
Persistent link: https://www.econbiz.de/10003772109
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Forecasting daily volatility with intraday data
Frijns, Bart; Margaritis, Dimitris - In: The European journal of finance 14 (2008) 5/6, pp. 523-540
Persistent link: https://www.econbiz.de/10003772119
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Stochastic volatility and GARCH : a comparison based on UK stock data
Pederzoli, Chiara - In: The European journal of finance 12 (2006) 1, pp. 41-59
Persistent link: https://www.econbiz.de/10003305243
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Forecasting stock market volatility : further international evidence
Balaban, Ercan; Bayar, Asli; Faff, Robert W. - In: The European journal of finance 12 (2006) 2, pp. 171-188
Persistent link: https://www.econbiz.de/10003305479
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A better asymmetric model of changing volatility in stock and exchange rate returns: Trend-GARCH
Bauer, Christian - In: The European journal of finance 13 (2007) 1/2, pp. 65-87
Persistent link: https://www.econbiz.de/10003438032
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Breaking down the non-normality of stock returns
Karoglou, Michail - In: The European journal of finance 16 (2010) 1/2, pp. 79-95
Persistent link: https://www.econbiz.de/10003954424
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Modeling conditional skewness in stock returns
Lanne, Markku; Pentti, Saikkonen - In: The European journal of finance 13 (2007) 7/8, pp. 691-704
Persistent link: https://www.econbiz.de/10003609984