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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Gupta, Rangan
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Xuan Vinh Vo
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
531
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1
Measuring liquidity with return
volatility
: an analytical approach based on heavy-tailed Censored-GARCH model
Zhao, Wandi
;
Gao, Yang
;
Wang, Mingjin
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013538992
Saved in:
2
Decomposing US Stock Market Comovement into spillovers and common factors
Weber, Enzo
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 106-118
Persistent link: https://www.econbiz.de/10010364818
Saved in:
3
Time-varying mixture GARCH models and asymmetric
volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
Saved in:
4
VIX forecasting and variance risk premium : a new GARCH approach
Liu, Qiang
;
Guo, Shuxin
;
Qiao, Gaoxiu
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 314-322
Persistent link: https://www.econbiz.de/10011540131
Saved in:
5
Non-linear
volatility
dynamics and risk management of precious metals
Demiralay, Sercan
;
Ulusoy, Veysel
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 183-202
Persistent link: https://www.econbiz.de/10010463518
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6
Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates
Su, Jung-bin
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 1-39
Persistent link: https://www.econbiz.de/10010463599
Saved in:
7
Asymmetric
volatility
connectedness among US stock sectors
Mensi, Walid
;
Nekhili, Ramzi
;
Xuan Vinh Vo
;
Suleman, Tahir
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012822000
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8
Estimating yield spreads
volatility
using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
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9
Empirical modeling of high-income and emerging stock and Forex market return
volatility
using Markov-switching GARCH models
Arellano, Miguel Ataurima
;
Perez Rodriguez, Gabriel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012654810
Saved in:
10
Holidays, weekends and range-based
volatility
Díaz-Mendoza, Ana-Carmen
;
Alañón Pardo, Ángel
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
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