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Medición y Test del Impacto de Innovaciones en la Volatilidad de Índices Accionarios
Parisi, Franco - In: Latin American Journal of Economics-formerly Cuadernos … 34 (1997) 101, pp. 27-47
This paper examines the most frequently used models of conditional variance in the estimation of stock returns and portfolios. The models are analyzed by various tests in order to measure their capabilities to explain variance. At the same time, the tests
Persistent link: https://www.econbiz.de/10005227146
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Introduction to the Latin American Financial Markets Special Issues of the International Review of Financial Analysis
Leal, Ricardo; Nail, Lance; Parisi, Franco - In: International Review of Financial Analysis 10 (2001) 3, pp. 201-201
Persistent link: https://www.econbiz.de/10005229016
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Introduction to the Latin American Financial Markets Special Issues of the International Review of Financial Analysis
Leal, Ricardo; Nail, Lance; Parisi, Franco - In: International Review of Financial Analysis 10 (2001) 2, pp. 97-97
Persistent link: https://www.econbiz.de/10005229076
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Volume and autocovariance in short-horizon stock returns: Evidence from 1992 to 1998 in Chile
Parisi, Franco; Acevedo, Carlos - In: International Review of Financial Analysis 10 (2001) 3, pp. 275-285
Persistent link: https://www.econbiz.de/10005229124
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Price and variance transmission in ADRs : evidence from 1990 to 1994
Parisi F., Franco - In: Revista de análisis económico 11 (1996) 1, pp. 107-138
Persistent link: https://www.econbiz.de/10009943820