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Pricing currency risk in the stock market : evidence from Finland and Sweden ; 1970 - 2009
Antell, Jan; Vaihekoski, Mika - In: Journal of international financial markets, … 22 (2012) 1, pp. 120-136
Persistent link: https://www.econbiz.de/10009540834
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Essays on realized volatility and jumps
Larson, Marcus - 2008
Persistent link: https://www.econbiz.de/10003758871
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An empirical evaluation in GARCH volatility modeling : evidence from the Stockholm stock exchange
Dritsaki, Chaido - In: Journal of mathematical finance 7 (2017) 2, pp. 366-390
Persistent link: https://www.econbiz.de/10011673942
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The effects of financial markets on private capital formation : an empirical analysis of Turkish data between the 1968 - 1998 period
Erden, Lütfi - In: Yapı Kredı economic review : quarterly publ. of … 16 (2005) 2, pp. 21-29
Persistent link: https://www.econbiz.de/10003581355
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Does oil price uncertainty affect corporate innovation?
Amin, Md. Ruhul; Wang, Xinyu; Aktas, Elvan - In: Energy economics 118 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014247717
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Methoden zur Modellierung von Renditezeitreihen am Beispiel des Deutschen Aktienindex
Uthoff, Philipp - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009503897
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Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan; Paolella, Marc S. - 2003
The use of GARCH models with stable Paretian innovations in financial modeling has been recently suggested in the literature. This class of processes is attractive because it allows for conditional skewness and leptokurtosis of financial returns without ruling out normality. This contribution...
Persistent link: https://www.econbiz.de/10009765347
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Analysis of volatility spillover effects : two-stage procedure based on a modified GARCH-M
Ezzati, Parinaz - 2013
Persistent link: https://www.econbiz.de/10010200479
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Asymmetric correlation of sovereign bond yield dynamics in the Eurozone
Dajcman, Silvo - In: Panoeconomicus 60 (2013) 6, pp. 775-789
Persistent link: https://www.econbiz.de/10010341632
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Non-normality in financial markets and the measurement of risk
Lau, Christian - 2015
ARMA-GARCH-Modellierung; nicht-Normalität; normal-inverse Gauss-Verteilung (NIG-Verteilung); realisierte Momente; Staatsanleihen; Strom Forwards; stylized facts von Finanzzeitreihen; Value at Risk; Verteilung von Anleiherenditen
Persistent link: https://www.econbiz.de/10011440567