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41
Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco
;
Trojani, Fabio
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
Saved in:
42
Multiple regimes and volatility transmission in securitized real estate markets
Liow, Kim Hiang
;
Chen, Zhiwei
;
Liu, Jingran
- In:
The journal of real estate finance and economics
42
(
2011
)
3
,
pp. 295-328
Persistent link: https://www.econbiz.de/10009303113
Saved in:
43
Multiscale analysis of international linkages of REIT returns and volatilities
Zhou, Jian
- In:
The journal of real estate finance and economics
45
(
2012
)
4
,
pp. 1062-1087
Persistent link: https://www.econbiz.de/10009689421
Saved in:
44
Tail dependence in international real estate securities markets
Zhou, Jian
;
Gao, Yanmin
- In:
The journal of real estate finance and economics
45
(
2012
)
1
,
pp. 128-151
Persistent link: https://www.econbiz.de/10009581759
Saved in:
45
Information leadership in the advanced Asia-Pacific stock markets : return, volatility and volume information spillovers from the US and
Japan
Kim, Suk-Joong
- In:
Journal of the Japanese and international economies : …
19
(
2005
)
3
,
pp. 338-365
Persistent link: https://www.econbiz.de/10003176646
Saved in:
46
Stock volatility and impact of news : the case of four Asia-Pacific markets
Tse, Yiu Kuen
- In:
Advances in international banking and finance
2
(
1996
),
pp. 115-137
Persistent link: https://www.econbiz.de/10001208777
Saved in:
47
Seasonality in international portfolio diversification
Tang, Gordon Y. N.
- In:
Advances in Pacific Basin business, economics, and finance
2
(
1996
),
pp. 43-51
Persistent link: https://www.econbiz.de/10001211256
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48
Pacific Rim futures markets and their intertemporal relationships
Fong, Kingsley
;
Zurbruegg, Ralf
- In:
Advances in Pacific Basin financial markets
6
(
2000
),
pp. 197-220
Persistent link: https://www.econbiz.de/10001487782
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49
Stock index futures listing and structural change in time-varying volatility
Yi, Sang-bin
- In:
The journal of futures markets
12
(
1992
)
5
,
pp. 493-509
Persistent link: https://www.econbiz.de/10001129996
Saved in:
50
Covariance
risk
, consumption
risk
, and international stock market returns
Lee, Wai
- In:
The quarterly review of economics and finance : journal …
37
(
1997
)
2
,
pp. 491-510
Persistent link: https://www.econbiz.de/10001226132
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