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Internationalization versus regionalization in the emerging stock markets
Coudert, Virginie; Hervé, Karine; Mabille, Pierre - 2013
Persistent link: https://www.econbiz.de/10009790148
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Stock return volatility patterns in India
Batra, Amita (contributor) - 2004
Persistent link: https://www.econbiz.de/10002584397
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Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano; McAleer, Michael - 2012
Persistent link: https://www.econbiz.de/10009562979
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On the influence of oil prices on economic activity and other macroeconomic and financial variables
Lescaroux, François (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003750610
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Assessing the impact of oil prices on the Malaysian economy
Majuca, Ruperto Pagaura - 2020
Persistent link: https://www.econbiz.de/10012819667
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European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María; Escribano, Álvaro - 2020
Persistent link: https://www.econbiz.de/10012158754
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Optimal pairs trading strategies in a cointegration framework
Huang, Zhe; Martin, Franck - 2017
Persistent link: https://www.econbiz.de/10011713000
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Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Guo, Hui (contributor); Neely, Christopher J. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003739615
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Equity market volatility and expected risk premium
Chen, Long (contributor); Guo, Hui (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003739618
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Forecasting volatility in European stock markets with non-linear GARCH models
Forte, Gianfranco; Manera, Matteo - 2002
This paper investigates the forecasting performance of three popular variants of the non-linear GARCH models, namely VS-GARCH, GJR-GARCH and Q-GARCH, with the symmetric GARCH(1,1) model as a benchmark. The application involves ten European stock price indexes. Forecasts produced by each...
Persistent link: https://www.econbiz.de/10011598042