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Financial market volatility and the world-wide fall in inflation
Gruen, David W. R. - 1995
Persistent link: https://www.econbiz.de/10000956665
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Multivariate regimeswitching GARCH with an application to international stock markets
Haas, Markus (contributor); Mittnik, Stefan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003651587
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Essays in empirical asset pricing : liquidity, idiosyncratic risk, and the conditional risk-return relation
Koch, Stefan - 2010
Persistent link: https://www.econbiz.de/10008857286
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A new online-test for changes in correlations between assets
Arnold, Matthias; Bissantz, Nicolai; Wied, Dominik; … - 2010
Persistent link: https://www.econbiz.de/10008839855
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Time varying covariance structures in financial markets
Gerhard, Frank; Hess, Dieter - 1996
measurement. Therefore, we evaluate the performance of these estimation concepts on the basis of their suitability to select …
Persistent link: https://www.econbiz.de/10009623412
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Modeling and forecasting of multivariate stock market volatility
Gribisch, Bastian - 2012
Persistent link: https://www.econbiz.de/10009714192
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406434
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Essays on the price discovery process in asset markets
Zhao, Lu - 2012
Persistent link: https://www.econbiz.de/10009783513