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Multivariate GARCH with dynamic beta
Raddant, Matthias; Wagner, Friedrich - In: The European journal of finance 28 (2022) 13/15, pp. 1324-1343
Persistent link: https://www.econbiz.de/10013532205
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Time series momentum
Moskowitz, Tobias J.; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of financial economics 104 (2012) 2, pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
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Volume-volatility dynamics in an intertemporal asset pricing model
Hsu, Chiente - In: Macroeconomic dynamics 4 (2000) 4, pp. 506-533
Persistent link: https://www.econbiz.de/10001548629
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Volume and the nonlinear dynamics of stock returns
Hsu, Chiente - 1998
Persistent link: https://www.econbiz.de/10013278146
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The role of trading volume in forecasting market risk
Slim, Skander - In: Inventi impact: international trade (2016) 3, pp. 169-181
Persistent link: https://www.econbiz.de/10011567980
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Understanding intraday momentum strategies
Rosa, Carlo - In: The journal of futures markets 42 (2022) 12, pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
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Essays on the impact of incomplete information
Leon, Chuen Hwa - 2004
Persistent link: https://www.econbiz.de/10003555715
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Exchange rate volatility, trading volume and interest rate differential in a model of portfolio selection
Hagiwara, May; Herce, Miguel A. - 1994
Persistent link: https://www.econbiz.de/10000914330
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Indexveränderungen und ihre Auswirkungen auf Kapitalmärkte und Unternehmen
Bettscheider, Patrick R. - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001801128
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Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng - In: The review of financial studies 19 (2006) 1, pp. 237-271
Persistent link: https://www.econbiz.de/10003325179