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The impact of macroeconomic factors on the US Stock Exchange

Süslü, Cemil - In: International journal of sustainable economies … 11 (2022) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10014290717

Financial development and the volatility of growth : time series evidence for Mexico and United States

Cermeño, Rodolfo; Roa García, María José; González … - In: Monetaria : English edition 4 (2016) 2, pp. 195-232

Persistent link: https://www.econbiz.de/10011760389

Modeling the distribution of highly volatile exchange-rate time series

Čobanov, Georgi S. (contributor) - 1996

Persistent link: https://www.econbiz.de/10000955836

Peut-on exploiter le lien statistique entre cours et volumes? : Le cas de quatre bourses de valeurs

Chauveau, Thierry - 1997

Persistent link: https://www.econbiz.de/10000962614

Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model

Hautsch, Nikolaus (contributor) - 2007

specifications of high-dimensional trading processes. It turns out that common shocks affect the return volatility and the trading …

Persistent link: https://www.econbiz.de/10003634717

Measuring and modeling risk using high-frequency data

Härdle, Wolfgang (contributor); … - 2008

Measuring and modeling financial volatility is the key to derivative pricing, asset allocation and risk management … the daily or lower frequency volatility can be obtained by summing over squared high-frequency returns.In turn, this so …-called realized volatility can be used for more accurate model evaluation and description of the dynamic and distributional structure …