Narrow search
Showing 161 - 170 of 378,379
Cover Image
Stock market exuberance : linkages between the US and the European markets
Cifarelli, Giulio; Paladino, Giovanna - 2000
Persistent link: https://www.econbiz.de/10001604060
Cover Image
The empirical relationship between risk and return : evidence from the UK stock market
Xing, Xuejing; Howe, John S. - In: International review of financial analysis 12 (2003) 3, pp. 329-346
Persistent link: https://www.econbiz.de/10001782453
Cover Image
Chaos auf Kapitalmärkten : Untersuchung des DAX, DOW und FTSE anhand moderner Verfahren auf deterministisches Chaos
Thiemann, Michael - 2004
Persistent link: https://www.econbiz.de/10001876083
Cover Image
Identifying the source of mean and volantility spillovers in Irish equities : a multivariate GARCH analysis
Gallagher, Liam; Twomey, Cian E. - In: The economic and social review 29 (1998) 4, pp. 341-356
Persistent link: https://www.econbiz.de/10001538421
Cover Image
Testing distribution models for the Irish equity market
Cotter, John - In: The economic and social review 29 (1998) 4, pp. 369-382
Persistent link: https://www.econbiz.de/10001538423
Cover Image
Power ARCH modelling of commodity futures data on the London metal exchange
McKenzie, Michael D. (contributor) - In: The European journal of finance 7 (2001) 1, pp. 22-38
Persistent link: https://www.econbiz.de/10001542130
Cover Image
An empirical analysis of alternative parametric ARCH models
Loudon, Geoffrey F.; Watt, Wing H.; Yadav, Pradeep - In: Journal of applied econometrics 15 (2000) 2, pp. 117-136
Persistent link: https://www.econbiz.de/10001474642
Cover Image
Macroeconomic effects of sectoral shocks in US, UK and Germany : a BVAR-GARCH-M approach
Pelloni, Gianluigi; Polasek, Wolfgang - 2000
Persistent link: https://www.econbiz.de/10001476844
Cover Image
On regression-based tests for persistence in logarithmic volatility models
Psaradakis, Zacharias G.; Tzavalis, Elias - In: Econometric reviews 18 (1999) 4, pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
Cover Image
Modelling exchange rates volatility with multivariate long memory ARCH processes
Teyssière, Gilles - 1999 - Rev. version
Persistent link: https://www.econbiz.de/10001377680