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Intensity of price and volatility spillover effects in Asia-Pacific basin equity markets
Abidin, Sazali; Reddy, Krishna; Zhang, Chun - In: Australasian accounting business and finance journal : AABF 8 (2014) 5, pp. 3-18
Persistent link: https://www.econbiz.de/10010520433
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Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan; Ho, Kin-Yip; Shi, Yanlin - In: Pacific-Basin finance journal 61 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012494892
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On mutual funds-of-ETFs asset allocation with rebalancing : sample covariance versus EWMA and GARCH
Xidonas, Panos; Tsionas, Mike; Zopounidis, Constantin - 2020
Persistent link: https://www.econbiz.de/10012165614
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The relationship between implied volatility and equity returns in South Africa
Peerbhai, Faeezah; Kunjal, Damien; Naidu, Delane D.; … - In: Afro-Asian Journal of Finance and Accounting : AAJFA 14 (2024) 1, pp. 83-99
Persistent link: https://www.econbiz.de/10014490922
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Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Doblas, Mark P.; Natarajan, Vinodh Kesavaraj; Sankar, … - In: Middle East journal of management : MEJM 10 (2023) 6, pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
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Listed real estate futures trading, market efficiency, and direct real estate linkages : international evidence
Lee, Chyi Lin; Stevenson, Simon; Cho, Hyunbum - In: Journal of international money and finance 127 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013435638