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Exogenous variables in dynamic conditional correlation models for financial markets
Schopen, Jan-Hendrik - 2012
Dynamic correlation, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this …
Persistent link: https://www.econbiz.de/10009698136
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Econometric modelling of stock market intraday activity
Bauwens, Luc; Giot, Pierre - 2001
Persistent link: https://www.econbiz.de/10001584609
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Financial volatility, dynamic correlations and macroeconomic fundamentals
Stürmer, Karin - 2015
Persistent link: https://www.econbiz.de/10011454803
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Essays on financial econometrics
Marcucci, Juri - 2005
Persistent link: https://www.econbiz.de/10003384566
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Essays on realized volatility and jumps
Larson, Marcus - 2008
Persistent link: https://www.econbiz.de/10003758871
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Essays on stock market integration : on stock market efficiency, price jumps and stock market correlations
Liu, Yuna - 2016
Persistent link: https://www.econbiz.de/10011478898
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An empirical investigation of the distributation of stockmarket prices and weak-form efficiency of the Brussels stock exchange
Regidor, Baldomero V. - 1979
Persistent link: https://www.econbiz.de/10000001582
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Segmentierte Aktienmärkte : Informationsverarbeitung und Preisfindung
Kirchner, Tobias - 1999
Persistent link: https://www.econbiz.de/10001408529
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Microsimulation of complex system dynamics : automata models in biology and finance
Castiglione, Filippo - 2001
Persistent link: https://www.econbiz.de/10001607610