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Political violence and volatility in international tourist arrivals : the case of Sri Lanka
Fernando, Sriyantha; Bandara, Jayatilleke S.; … - In: Tourism analysis : an interdisciplinary tourism & … 18 (2013) 5, pp. 575-586
Persistent link: https://www.econbiz.de/10010227471
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The impact of geopolitical risks on travel and leisure stocks
Demiralay, Sercan; Kilincarslan, Erhan - In: Tourism management : research, policies, practice 75 (2019), pp. 460-476
Persistent link: https://www.econbiz.de/10012063711
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What determines simultaneous asset bubbles? : an empirical analysis
Drescher, Christian; Herz, Bernhard - In: Applied economics 48 (2016) 1/3, pp. 35-51
Persistent link: https://www.econbiz.de/10011412565
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A dynamic integer count data model for financial transaction prices
Liesenfeld, Roman (contributor);  … - 2003
implications of the market microstructure theory on the relationship between price movements and other marks of the trading process. …
Persistent link: https://www.econbiz.de/10002527884
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The determinants of a simultaneous crash in gold and stock markets : an ordered logit approach
Miyazaki, Takashi; Hamori, Shigeyuki - In: Annals of financial economics 13 (2018) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10011900670
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Ein dynamisches Hürdenmodell für diskrete Transaktionspreisänderungen auf Finanzmärkten
Liesenfeld, Roman - In: Empirische Wirtschaftsforschung : Methoden und …, (pp. 153 - 177). 2003
Persistent link: https://www.econbiz.de/10014554667
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The prediction of price gap anomaly in Chinese stock market : evidence from the dependent functional logit model
Su, Zhifang; Bao, Haohua; Li, Qifang; Xu, Boyu; Cui, Xin - In: Finance research letters 47 (2022) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10013553704
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Risk measures and the impact of asset price bubbles
Jarrow, Robert A.; Silva, Felipe Bastos Gurgel - In: Journal of risk 17 (2014/15) 3, pp. 35-56
Persistent link: https://www.econbiz.de/10011298886
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Structural stochastic volatility in asset pricing dynamics : estimation and model contest
Franke, Reiner; Westerhoff, Frank H. - 2011
In the framework of small-scale agent-based financial market models, the paper starts out from the concept of structural stochastic volatility, which derives from different noise levels in the demand of fundamentalists and chartists and the time-varying market shares of the two groups. It...
Persistent link: https://www.econbiz.de/10009007642
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The effect of heteroskedasticity on factors affecting stock repurchases
Nandialath, Anup Menon; Da Veiga, Bernardo; … - In: Global business & economics review 16 (2014) 2, pp. 142-156
Persistent link: https://www.econbiz.de/10010495851