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Commonality in the time-variation of stock-stock and stock-bond return comovements
Connolly, Robert A.; Stivers, Christopher T.; Sun, Licheng - In: Journal of financial markets 10 (2007) 2, pp. 192-218
Persistent link: https://www.econbiz.de/10003510378
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, M. Hashem - 2010
Persistent link: https://www.econbiz.de/10003981032
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Profitability of technical stock trading: has it moved from daily to intraday data?
Schulmeister, Stephan - In: Review of financial economics : RFE 18 (2009) 4, pp. 190-201
Persistent link: https://www.econbiz.de/10003921414
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A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns
Klößner, Stefan - In: Finance and stochastics 14 (2010) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10003924780
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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - 2010
return correlations using weekly returns on futures markets and investigate the extent to which multivariate volatility …
Persistent link: https://www.econbiz.de/10003965868
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Statistical inference in multifractal random walk models for financial time series
Sattarhoff, Cristina - 2011
Persistent link: https://www.econbiz.de/10008990625
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Extreme correlation of stock and bond futures markets : international evidence
Chui, Chin Man; Yang, Jian - In: The financial review : the official publication of the … 47 (2012) 3, pp. 565-587
Persistent link: https://www.econbiz.de/10009577033
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Stochastic volatility in general equilibrium
Tauchen, George Eugene - In: The quarterly journal of finance 1 (2011) 4, pp. 707-731
Persistent link: https://www.econbiz.de/10009553957
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The relationship between stock returns and volatility in the seventeen largest international stock markets : a semi-parametric approach
Dimitriou, Dimitrios; Simos, Theodore - In: Modern economy 2 (2011) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10009305794
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The intraday effect of nature disaster and production safety accident announcement based on high-frequency data from China’s stock markets
Li, Ping; Tang, Huailin; Liao, Jingchi - In: China finance review international 5 (2015) 3, pp. 277-302
Persistent link: https://www.econbiz.de/10011391745