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Monthly and daily stock return...
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155
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150
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1
Multiscale volatility transmission and portfolio construction between the baltic stock markets
Živkov, Dejan
;
Manić, Slavica
;
Đurašković, Jasmina
- In:
Finance a úvěr
69
(
2019
)
2
,
pp. 211-235
Persistent link: https://www.econbiz.de/10012137383
Saved in:
2
Time-varying volatility modelling of Baltic stock markets
Aktan, Bora
;
Korsakienė, Renata
;
Smaliukienė, Rasa
- In:
Journal of business economics and management
11
(
2010
)
3
,
pp. 511-532
Persistent link: https://www.econbiz.de/10008839909
Saved in:
3
Predicting stock return and volatility with machine learning and econometric models: a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
-
2021
Persistent link: https://www.econbiz.de/10012694117
Saved in:
4
Predicting stock return and volatility with machine learning and econometric models : a comparative case study of the Baltic stock market
Nõu, Anders
;
Lapitskaya, Darya
;
Eratalay, M. Hakan
; …
- In:
International journal of computational economics and …
13
(
2023
)
4
,
pp. 446-489
Persistent link: https://www.econbiz.de/10014439728
Saved in:
5
Stock exchange mergers and weak-form information efficiency : evidence from the OMX Nordic and Baltic consolidation
Hellström, Jörgen
;
Liu, Yuna
;
Sjögren, Tomas
- In:
Nordic journal of business : NJB
67
(
2018
)
2
,
pp. 114-136
Persistent link: https://www.econbiz.de/10012302176
Saved in:
6
Testing the long-memory features in return and volatility of NSE index
Ahamed, Naseem
;
Kalita, Mamoni
;
Tiwari, Aviral Kumar
- In:
Theoretical economics letters
5
(
2015
)
3
,
pp. 431-440
Persistent link: https://www.econbiz.de/10011396558
Saved in:
7
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
8
Dependence between Croatian and European stock markets : a copula GARCH approach
Dajčman, Silvo
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
31
(
2013
)
2
,
pp. 209-232
Persistent link: https://www.econbiz.de/10010240939
Saved in:
9
Volatility spillovers and the risk-return relation between stock and foreign exchange markets in Brazil
Ely, Regis Augusto
- In:
Latin American business review : journal of the …
16
(
2015
)
4
,
pp. 305-325
Persistent link: https://www.econbiz.de/10011458821
Saved in:
10
Volatility transmission between bond and stock markets : case of emerging financial markets
Saadaoui, Amir
;
Boujelbene, Younes
- In:
Acta Universitatis Danubius / Oeconomica
10
(
2014
)
6
,
pp. 84-97
Persistent link: https://www.econbiz.de/10011508595
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