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Liquidity and short-run predictability : evidence from international stock markets
Park, Jin Suk; Newaz, Mohammad Khaleq - In: Global finance journal 50 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013365689
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Testing the long-memory features in return and volatility of NSE index
Ahamed, Naseem; Kalita, Mamoni; Tiwari, Aviral Kumar - In: Theoretical economics letters 5 (2015) 3, pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
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When the US stock market becomes extreme?
Aboura, Sofiane - In: Risks : open access journal 2 (2014) 2, pp. 211-225
Over the last three decades, the world economy has been facing stock market crashes, currency crisis, the dot-com and … reliable results, but remains difficult to interpret in the real world. This paper proposes a quantile regression to transform …
Persistent link: https://www.econbiz.de/10010399734
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Stock market spread trading : Argentina and Brazil stock indexes
Batten, Jonathan A.; Szilágyi, Péter G.; Wong, … - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 61-76
Persistent link: https://www.econbiz.de/10010465142
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Modeling and forecasting the stock market volatility of S&P 500 index using GARCH models
Srinivasan, P. V. - In: The IUP journal of behavioral finance : IJBF 8 (2011) 1, pp. 51-69
Persistent link: https://www.econbiz.de/10009244170
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A comparison of tail behaviour of stock market returns
Echaust, Krzysztof - In: Folia oeconomica Stetinensia : FOS 14 (2014) 1, pp. 22-34
Persistent link: https://www.econbiz.de/10010518936
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Intertemporal relations between the market volatility index and stock index returns
Sarwar, Ghulam - In: Applied financial economics 22 (2012) 10/12, pp. 899-909
Persistent link: https://www.econbiz.de/10009624959
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Intra-daily volatility spillovers in international stock markets
Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - In: Journal of international money and finance 53 (2015), pp. 95-114
Persistent link: https://www.econbiz.de/10011475912
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Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten - 2004
Persistent link: https://www.econbiz.de/10002122262
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Implizite Volatilitäten am Aktien- und Optionsmarkt
Dartsch, Andreas - 1999
Persistent link: https://www.econbiz.de/10001364354