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The ARCH Effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
El Din, Tarek Mohy - 1997
Persistent link: https://www.econbiz.de/10000623956
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Bond risks based on factor volatilities
Staub, Renato - 1996
Persistent link: https://www.econbiz.de/10000605389
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Unerwartete Gewinn- und Dividendeninformationen am deutschen Aktienmarkt : eine empirische Analyse
Werner, Mathias - 1999
Persistent link: https://www.econbiz.de/10000684108
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Empirical essays on growth, uncertainty and prediction
Hertog, Reindert Gijsbertus Jacobus den - 1997
Persistent link: https://www.econbiz.de/10000641249
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Earnings news and the behavior of different type of traders in the Finnish market
Booth, G. Geoffrey - 1996
Persistent link: https://www.econbiz.de/10000957308
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An agent-based stochastic volatility model
Alfarano, Simone - 2006
Persistent link: https://www.econbiz.de/10003307294
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NAFTA stock markets : dynamic return and volatility linkages
Canarella, Giorgio; Miller, Stephen M.; Pollard, Stephen K. - 2010
Persistent link: https://www.econbiz.de/10003883249