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Volatility
Theorie
95
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94
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63
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41
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40
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34
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34
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Volatilität
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9
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Peel, David
8
Pavlidis, Efthymios G.
3
Payá, Ivan
3
Nguyen, Anh D. M.
2
Poon, Ser-Huang
2
Pope, Peter F.
2
Zhang, Shenqiu
2
Byers, J. David
1
Driffield, Nigel L.
1
Hodgson, Allan
1
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Applied financial economics
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European financial management : the journal of the European Financial Management Association
1
International journal of the economics of business
1
Macroeconomic dynamics
1
Report / Erasmus Center for Financial Research, Erasmus University
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
The effects of futures trading on stock market volatility
Hodgson, Allan
;
Pope, Peter
-
1989
Persistent link: https://www.econbiz.de/10000829671
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2
Tests of option market efficiency : a high frequency data and common volatility component approach
Poon, Ser-Huang
;
Pope, Peter F.
-
1999
Persistent link: https://www.econbiz.de/10001473012
Saved in:
3
Trading volatility spreads : a test of index option market efficiency
Poon, Ser-Huang
;
Pope, Peter F.
- In:
European financial management : the journal of the …
6
(
2000
)
2
,
pp. 235-260
Persistent link: https://www.econbiz.de/10001474534
Saved in:
4
Linkages between Shanghai and Hong Kong stock indices
Zhang, Shenqiu
;
Payá, Ivan
;
Peel, David
- In:
Applied financial economics
19
(
2009
)
22/24
,
pp. 1847-1857
Persistent link: https://www.econbiz.de/10003921085
Saved in:
5
Linkages between Shanghai and Hong Kong stock indices
Zhang, Shenqiu
(
contributor
);
Payá, Ivan
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003817122
Saved in:
6
Non-linear in stock index returns : the volatility and serial correlation relationship
Venetis, Ioannis A.
;
Peel, David
- In:
Economic modelling
22
(
2005
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10002561649
Saved in:
7
Volatility persistence in asset markets : long memory in high/low prices
Byers, J. David
;
Peel, David
- In:
Applied financial economics
11
(
2001
)
3
,
pp. 253-260
Persistent link: https://www.econbiz.de/10001688780
Saved in:
8
Some further empirical evidence on the impact of oil price changes on petrol prices
Driffield, Nigel L.
;
Ioannidis, Christos
;
Peel, David
- In:
International journal of the economics of business
10
(
2003
)
2
,
pp. 195-203
Persistent link: https://www.econbiz.de/10001961996
Saved in:
9
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
10
A nonlinear analysis of the real exchange rate-consumption relationship
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Macroeconomic dynamics
22
(
2018
)
7
,
pp. 1825-1843
Persistent link: https://www.econbiz.de/10011918182
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