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Greenwood, Robin - 2002

Persistent link: https://www.econbiz.de/10003779960

Gettinby, G. D.; Sinclair, C. Donald; Power, David M.; … - In: International journal of finance & economics : IJFE 11 (2006) 2, pp. 97-113

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Ahn, Eun S.; Lee, Jin Man - In: Applied financial economics 16 (2006) 11, pp. 777-784

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Hu, Ling - In: Applied financial economics 16 (2006) 10, pp. 717-729

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Audrino, Francesco; Trojani, Fabio - In: Journal of applied econometrics 21 (2006) 3, pp. 345-369

Persistent link: https://www.econbiz.de/10003316303

Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - Rev. version

large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH …

Persistent link: https://www.econbiz.de/10003670896

Bali, Turan G.; Genberg, Hans; Neftci, Salih N. - In: The journal of futures markets 22 (2002) 12, pp. 1119-1146

Persistent link: https://www.econbiz.de/10001713588

Chen, Cathy W. S.; Chiang, Thomas C.; So, Mike Ka-pui - In: Journal of economics & business 55 (2003) 5/6, pp. 487-502

Persistent link: https://www.econbiz.de/10001804355

Poon, Ser-Huang; Rockinger, Michael; Twan, Jonathan - In: The review of financial studies 17 (2004) 2, pp. 581-610

Persistent link: https://www.econbiz.de/10002028108

Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001945539