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1
Implied
volatility
index for the Norwegian equity market
Bugge, Sebastian A.
;
Guttormsen, Haakon J.
;
Molnár, Peter
- In:
International review of financial analysis
47
(
2016
),
pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
Saved in:
2
Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets
Gupta, Pankaj Kumar
;
Mittal, Prabhat
- In:
Global business & economics review
30
(
2024
)
1
,
pp. 56-71
Persistent link: https://www.econbiz.de/10014490993
Saved in:
3
Forecasting stock market
volatility
using Realized GARCH model : international evidence
Sharma, Prateek
;
Vipul
- In:
The quarterly review of economics and finance : journal …
59
(
2016
),
pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
Saved in:
4
Revisiting the auto-regressive integrated moving average approach to modelling
volatility
using Bahrain all share index daily returns
Doblas, Mark P.
;
Natarajan, Vinodh Kesavaraj
;
Sankar, …
- In:
Middle East journal of management : MEJM
10
(
2023
)
6
,
pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
Saved in:
5
Modeling stock market return
volatility
: GARCH evidence from
Nifty
Realty Index
Jain, Dhara
;
Mittal, Sachin K.
;
Choudhary, Vipin
- In:
Finance India : the quarterly journal of Indian …
36
(
2022
)
1
,
pp. 159-169
Persistent link: https://www.econbiz.de/10013349014
Saved in:
6
Expiration day effects of stock and index futures on the Warsaw Stock Exchange
Suliga, Milena
;
Wójtowicz, Tomasz
- In:
Bank i kredyt
50
(
2019
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10012502760
Saved in:
7
Expiration day effects of stock and index futures on the Warsaw Stock Exchange before and in the initial phase of the COVID-19 pandemic
Suliga, Milena
- In:
Managerial economics
24
(
2023
)
1
,
pp. 39-82
Persistent link: https://www.econbiz.de/10014556686
Saved in:
8
Using neural networks to enhance technical trading rule returns : a case with KLCI
Jacinta Chan Phooi M'ng
;
Azmin Azliza Aziz
- In:
Athens journal of business & economics : AJBE
2
(
2016
)
1
,
pp. 63-70
Persistent link: https://www.econbiz.de/10011565193
Saved in:
9
Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration
Tang, Decai
;
Pan, Zhiwei
;
Bethel, Brandon J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 723-735
Persistent link: https://www.econbiz.de/10013554949
Saved in:
10
Stock market price indices modelling by a small scale Bayesian VAR : the case of British FTSE and German DAX index
Bikár, Miloš
;
Hodula, Martin
- In:
Ekonomický časopis : časopis pre ekonomickú …
64
(
2016
)
8
,
pp. 737-750
Persistent link: https://www.econbiz.de/10011582851
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