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21
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
22
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the
volatility
behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
23
Time-varying mixture GARCH models and asymmetric
volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
Saved in:
24
Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl
- In:
Empirical economics : a journal of the Institute for …
50
(
2016
)
4
,
pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
Saved in:
25
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
26
GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
Saved in:
27
A component GARCH model with time varying weights
Bauwens, Luc
;
Storti, Giuseppe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10009513593
Saved in:
28
Volatility
and VaR forecasting in the Madrid stock exchange
Ñíguez, Trino-Manuel
- In:
Spanish economic review : SER
10
(
2008
)
3
,
pp. 169-196
Persistent link: https://www.econbiz.de/10003747257
Saved in:
29
Die Volatilität von Finanzmarktdaten : theoretische Grundlagen und empirische Analysen von stündlichen Renditezeitreihen und Risikomaßen
Schmelzer, Marcus
-
2009
Persistent link: https://www.econbiz.de/10003843912
Saved in:
30
Empirical analysis of long memory, leverage, and distribution effects for stock market risk estimates
Su, Jung-bin
- In:
The North American journal of economics and finance : a …
30
(
2014
),
pp. 1-39
Persistent link: https://www.econbiz.de/10010463599
Saved in:
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