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~subject:"Volatilität"
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The journal of futures markets
4
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1
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ECONIS (ZBW)
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1
Macroeconomic determinants of European stock market volatility
Errunza, Vihang R.
- In:
European financial management : the journal of the …
4
(
1998
)
3
,
pp. 361-377
Persistent link: https://www.econbiz.de/10001251079
Saved in:
2
Program trading, nonprogram trading, and market volatility
Hogan, Kedreth C.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 733-756
Persistent link: https://www.econbiz.de/10001228476
Saved in:
3
Size matters : the impact of financial liberalization on individual firms
Chritoffersen, Peter
;
Chung, Hyunchul
;
Errunza, Vihang R.
- In:
Journal of international money and finance
25
(
2006
)
8
,
pp. 1296-1318
Persistent link: https://www.econbiz.de/10003398660
Saved in:
4
Pricing American options on foreign currency with stochastic volatility, jumps, and stochastic interest rates
Guo, Jia-hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
27
(
2007
)
9
,
pp. 867-891
Persistent link: https://www.econbiz.de/10003518525
Saved in:
5
The jump behavior of foreign exchange market : analysis of Thai Baht
Chang, Jow-Ran
;
Hung, Mao-Wei
;
Lee, Cheng F.
;
Lu, Hsin-Min
- In:
Review of Pacific Basin financial markets and policies
10
(
2007
)
2
,
pp. 265-288
Persistent link: https://www.econbiz.de/10003507283
Saved in:
6
Long memory in currency futures volatility
Chung, Ching-fan
;
Hung, Mao-Wei
;
Liu, Yu-hong
- In:
Research in finance
20
(
2003
),
pp. 139-158
Persistent link: https://www.econbiz.de/10001903435
Saved in:
7
Volatility and maturity effects in the Nikkei index futures
Chen, Yen-ju
;
Duan, Jin-Chuan
;
Hung, Mao-Wei
- In:
The journal of futures markets
19
(
1999
)
8
,
pp. 895-909
Persistent link: https://www.econbiz.de/10001443384
Saved in:
8
Asset pricing model without consumption data : an empirical study of Pacific Basin equity markets
Chou, Peter Shyan-rong
;
Hung, Mao-Wei
;
Jan, Yin-ching
- In:
International journal of business
4
(
1999
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001445573
Saved in:
9
Price movements and price discovery in the municipal bond index and the index futures markets
Hung, Mao-Wei
- In:
The journal of futures markets
15
(
1995
)
4
,
pp. 489-506
Persistent link: https://www.econbiz.de/10001185354
Saved in:
10
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
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