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1
Alternative models for conditional stock
volatility
Pagan, Adrian R.
;
Schwert, George William
-
1989
Persistent link: https://www.econbiz.de/10000765771
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2
Tests of excess forecast
volatility
in the foreign exchange and stock markets
Froot, Kenneth
-
1987
Persistent link: https://www.econbiz.de/10009571466
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3
Risks for the long run : a potential resolution of asset pricing puzzles
Bansal, Ravi
;
Yaron, Amir
-
2000
Persistent link: https://www.econbiz.de/10001537278
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4
Transmission of
volatility
between stock markets
King, Mervyn
;
Wadhwani, Sushil B.
-
1989
Persistent link: https://www.econbiz.de/10000766769
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5
The long-run risks model and aggregate asset prices : an empirical assessment
Beeler, Jason
;
Campbell, John Y.
-
2009
Persistent link: https://www.econbiz.de/10003822202
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6
Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
7
Continuous-time linear models
Cochrane, John H.
-
2012
Persistent link: https://www.econbiz.de/10009561276
Saved in:
8
Foreign speculators and emerging equity markets
Bekaert, Geert
;
Harvey, Campbell R.
-
1997
Persistent link: https://www.econbiz.de/10013416397
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9
The persistence of
volatility
and stock fluctuations
Poterba, James M.
;
Summers, Lawrence Henry
-
1984
Persistent link: https://www.econbiz.de/10002675142
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10
Emerging equity market
volatility
Bekaert, Geert
;
Harvey, Campbell R.
-
1995
Persistent link: https://www.econbiz.de/10000928776
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