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Welt
GARCH
2,433
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1,028
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987
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819
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740
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439
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431
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Ardia, David
3
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2
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2
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2
Segnon, Mawuli
2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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International review of economics & finance : IREF
4
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3
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2
International Journal of Energy Economics and Policy : IJEEP
2
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1
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1
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1
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1
International review of applied economics
1
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1
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1
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ECONIS (ZBW)
91
EconStor
3
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1
A range-based volatility approach to measuring volatility contagion in securitized real estate markets
Anderson, Randy I.
;
Chen, Yi-Chi
;
Wang, Li-Min
- In:
Economic modelling
45
(
2015
),
pp. 223-235
Persistent link: https://www.econbiz.de/10011334089
Saved in:
2
Daily Exchange Rate Behaviour and Hedging of Currency Risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
van Dijk, Herman K.
-
1999
methods. The effects of several model characteristics(unit roots,
GARCH
, stochastic volatility, heavy tailed …
Persistent link: https://www.econbiz.de/10010324426
Saved in:
3
Daily Exchange Rate Behaviour and Hedging of Currency Risk
Bos, Charles S.
;
Mahieu, Ronald J.
;
van Dijk, Herman K.
-
2001
methods. The effects ofseveral modelcharacteristics (unit roots,
GARCH
, stochastic volatility, heavy taileddisturbance …
Persistent link: https://www.econbiz.de/10010324963
Saved in:
4
GARCH
modeling of robust market returns
Cuadro-Sáez, Lucía
;
Moreno, Manuel
-
2007
: the volume weighted return. Then, we estimate a
GARCH
(1,) model for the IBEX-35 futures market that includes shocks …
Persistent link: https://www.econbiz.de/10010272310
Saved in:
5
Exchange rate volatility and US commodity trade with the rest of the world
Bahmani-Oskooee, Mohsen
;
Ardalani, Zohre
;
Bolhasani, Marzieh
- In:
International review of applied economics
24
(
2010
)
5
,
pp. 511-532
Persistent link: https://www.econbiz.de/10008822753
Saved in:
6
Corn price behavior : price transmission during the boom on futures markets
Ledebur, Oliver von
;
Schmitz, Jochen
-
2009
Persistent link: https://www.econbiz.de/10003874709
Saved in:
7
Terrorism and capital markets : the effects of the Madrid and London bomb attacks
Kollias, Chrēstos
;
Papadamou, Stephanos
;
Stagiannis, …
- In:
International review of economics & finance : IREF
20
(
2011
)
4
,
pp. 532-541
Persistent link: https://www.econbiz.de/10009303984
Saved in:
8
Is gold a safe haven against equity market investment in emerging and developing countries?
Gürgün, Gözde
;
Ünalmış, Ibrahim
-
2014
Persistent link: https://www.econbiz.de/10011401474
Saved in:
9
Macro determinants of volatility and volatility spillover in energy markets
Karali, Berna
;
Ramírez, Octavio A.
- In:
Energy economics
46
(
2014
),
pp. 413-421
Persistent link: https://www.econbiz.de/10011298963
Saved in:
10
Financial crises and the global value premium : revisiting Fama and French
Yamani, Ehab A.
;
Swanson, Peggy Eubanks
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 115-136
Persistent link: https://www.econbiz.de/10011299862
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