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Short-term dynamics in the Cyprus Stock Exchange
Koutmos, Gregory; Pericli, Andreas Neophytou; … - In: The European journal of finance 12 (2006) 3, pp. 205-216
Persistent link: https://www.econbiz.de/10003318914
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Sources of predictability of European stock markets for high-technology firms
Pierdzioch, Christian; Schertler, Andrea - In: The European journal of finance 13 (2007) 1/2, pp. 1-27
Persistent link: https://www.econbiz.de/10003437912
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Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun; Chan, Wai-Sum; Batten, Jonathan A. - In: The European journal of finance 17 (2011) 7/8, pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
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On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulas
Garmann, Sebastian; Grundke, Peter - In: The European journal of finance 19 (2013) 1/2, pp. 75-88
Persistent link: https://www.econbiz.de/10009733297
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A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
Bonato, M.; Caporin, Massimiliano; Ranaldo, Angelo - In: The European journal of finance 18 (2012) 9/10, pp. 761-774
Persistent link: https://www.econbiz.de/10009691781
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The informational impact of electronic trading systems on the FTSE 100 stock index and its futures contracts
Sebastião, Helder Miguel Correia Virtuoso - In: The European journal of finance 16 (2010) 7, pp. 611-640
Persistent link: https://www.econbiz.de/10008759424
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The sensitivity of beta to the time horizon when log prices follow an Ornstein-Uhlenbeck process
Hong, KiHoon Jimmy; Satchell, Stephen - In: The European journal of finance 20 (2014) 1/3, pp. 264-290
Persistent link: https://www.econbiz.de/10010462111
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Public information arrival and volatility persistence in financial markets
Janssen, Gust - In: The European journal of finance 10 (2004) 3, pp. 177-197
Persistent link: https://www.econbiz.de/10002093898
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Forward and spot exchange rates in a bivariate TAR framework
Dacco, Roberto; Satchell, Stephen - In: The European journal of finance 7 (2001) 2, pp. 131-143
Persistent link: https://www.econbiz.de/10001603196
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Bitcoin option pricing with a SETAR-GARCH model
Siu, Tak Kuen; Elliott, Robert J. - In: The European journal of finance 27 (2021) 6, pp. 564-595
Persistent link: https://www.econbiz.de/10012484403