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Operating return trends
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61
Modeling asset returns : a comparison of theoretical and empirical models
Lüders, Erik
(
contributor
);
Schröder, Michael
(
contributor
)
-
2004
-
Rev. version
large economies,
USA
, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH …
Persistent link: https://www.econbiz.de/10003670896
Saved in:
62
Extreme value estimation of boom and crash statistics
Cotter, John
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 553-566
Persistent link: https://www.econbiz.de/10003382846
Saved in:
63
A test of the GARCH (1,1) specification for daily stock returns
Ashley, Richard A.
;
Patterson, Douglas M.
- In:
Macroeconomic dynamics
14
(
2010
),
pp. 137-144
Persistent link: https://www.econbiz.de/10003981220
Saved in:
64
Simultaneous monetary policy announcements and international stock markets response : an intraday analysis
Hussain, Syed Mujahid
-
2010
Persistent link: https://www.econbiz.de/10003941868
Saved in:
65
Central Bank policies and stock returns : the US case
Giménez, Eduardo L.
;
Orozco, Pablo
- In:
Stock returns : cyclicity, prediction and economic …
,
(pp. 221-229)
.
2009
Persistent link: https://www.econbiz.de/10003945033
Saved in:
66
The asymmetric impact of firm-specific and of index returns on the volatility processes of individual stocks
Voukelatos, Nikolaos
- In:
Applied financial economics
20
(
2010
)
19/21
,
pp. 1627-1638
Persistent link: https://www.econbiz.de/10009011576
Saved in:
67
The VIX market volatility index and US stock index returns
Sarwar, Ghulam
- In:
Journal of international business and economics : JIBE
11
(
2011
)
4
,
pp. 167-179
Persistent link: https://www.econbiz.de/10009380073
Saved in:
68
Simultaneous monetary policy announcements and international stock markets response : an intraday analysis
Hussain, Syed Mujahid
- In:
Journal of banking & finance
35
(
2011
)
3
,
pp. 752-764
Persistent link: https://www.econbiz.de/10009161746
Saved in:
69
Hybrid forecasting models for S&P 500 index returns
Fukushima, Akihiro
- In:
Journal of risk finance : the convergence of financial …
12
(
2011
)
4
,
pp. 315-328
Persistent link: https://www.econbiz.de/10009304114
Saved in:
70
Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
6
,
pp. 1727-1783
Persistent link: https://www.econbiz.de/10009425124
Saved in:
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