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Alternative models for conditional stock volatility
Pagan, Adrian R.; Schwert, George William - 1989
Persistent link: https://www.econbiz.de/10000765771
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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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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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Transmission of volatility between stock markets
King, Mervyn; Wadhwani, Sushil B. - 1989
Persistent link: https://www.econbiz.de/10000766769
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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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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
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Continuous-time linear models
Cochrane, John H. - 2012
Persistent link: https://www.econbiz.de/10009561276
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Foreign speculators and emerging equity markets
Bekaert, Geert; Harvey, Campbell R. - 1997
Persistent link: https://www.econbiz.de/10013416397
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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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Emerging equity market volatility
Bekaert, Geert; Harvey, Campbell R. - 1995
Persistent link: https://www.econbiz.de/10000928776