Similar Search Results

Long-memory in volatilities of German stock returns

Sibbertsen, Philipp - 2001

We show that there is strong evidence of long-range dependence in the volatilities of several German stock returns …

Persistent link: https://www.econbiz.de/10009776762

Long-memory in volatilities of German stock returns

Sibbertsen, Philipp - 2001

We show that there is strong evidence of long-range dependence in the volatilities of several German stock returns …

Persistent link: https://www.econbiz.de/10010316498

Time-varying autoregressive distributed lag model with changing volatility for stress test

Zhou, Leilei; Zhu, Wei - In: Journal of risk management in financial institutions 14 (2020/2021) 2, pp. 195-208

Persistent link: https://www.econbiz.de/10012613982

Do COVID-19 epidemic explains the dynamic conditional correlation between china's stock market index and international stock market indices?

Derbali, Abdelkader; Naoui, Kamel; Ben Sassi, Mounir; … - In: The Chinese economy : translations and studies 55 (2022) 3, pp. 227-242

Persistent link: https://www.econbiz.de/10013204855

Investigating the factors affecting the performance of offshore high-yield bond funds

Ni, Yensen; Huang, Paoyu; Ku, Yaochia; Chen, Yuhsin - In: International journal of financial services management … 9 (2018) 3, pp. 242-254

Persistent link: https://www.econbiz.de/10011979969

Specifying the effective determinants of house price volatilities in Iran

Pour, Murteza Sanjarani; Khani, Parviz Nasir; Zamanian, … - In: Economic review : journal of economics & business 11 (2013) 2, pp. 15-20

volatilities using the Engel Granger co-integration technique after modeling the price volatilities under the E-Garch model for the … price, GDP proxy, volume of money, inflation rate, and house interest rate have a significant impact on the volatilities. …

Persistent link: https://www.econbiz.de/10012010659