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Volatility
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ECONIS (ZBW)
161
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1
Overreaction and seasonality in Asian stock indices : evidence from Korea, Hong Kong and Japan
Schaub, Mark
;
Lee, Bun-song
;
Chun, Sun Eae
- In:
Research in finance
24
(
2008
),
pp. 169-195
Persistent link: https://www.econbiz.de/10003752947
Saved in:
2
Can
time
-varying risk of rare disasters explain aggregate stock market volatility
Wachter, Jessica
-
2008
Persistent link: https://www.econbiz.de/10003763502
Saved in:
3
Month-related seasonality of stock price volatility : evidence from the Malta Stock Exchange
Camilleri, Silvio John
- In:
Bank of Valletta review
(
2008
)
37
,
pp. 49-65
Persistent link: https://www.econbiz.de/10003767416
Saved in:
4
Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
5
Can
time
-varying risk of rare disasters explain aggregate stock market volatility?
Wachter, Jessica
(
contributor
)
-
2008
-
Current draft: September 24, 2008
Persistent link: https://www.econbiz.de/10003783866
Saved in:
6
Periodic stochastic volatility and fat tails
Tsiakas, Ilias
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
1
,
pp. 90-135
Persistent link: https://www.econbiz.de/10003313346
Saved in:
7
What drives idiosyncratic volatility over
time
?
Sousa, Sónia R.
;
Serra, Ana Paula
- In:
Portuguese economic journal
7
(
2008
)
3
,
pp. 155-181
Persistent link: https://www.econbiz.de/10003794233
Saved in:
8
An econometric analysis of African stock market : annual returns analysis, day-of-the-week effect and volatility of returns
Chukwuogor-Ndu, Chiaku
- In:
African journal of accounting, economics, finance and …
1
(
2007
),
pp. 22-37
Persistent link: https://www.econbiz.de/10003853524
Saved in:
9
Optimal modelling frequency for foreign exchange volatility forecasting
Hooper, Vincent J.
;
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
19
(
2009
)
13/15
,
pp. 1159-1162
Persistent link: https://www.econbiz.de/10003886013
Saved in:
10
On the effects of uncertainty on investment timing and option value
Kanniainen, Juho
- In:
The engineering economist : a journal devoted to the …
54
(
2009
)
3
,
pp. 175-196
Persistent link: https://www.econbiz.de/10003895149
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