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Causal and dynamic relationships among stock returns, return volatility and trading volume : evidence from emerging markets in South-East Asia
Pisedtasalasai, Anirut; Gunasekarage, Abeyratna - In: Asia-Pacific financial markets 14 (2007) 4, pp. 277-297
Persistent link: https://www.econbiz.de/10003757788
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Forecasting interest rates in India
Dua, Pami; Raje, Nishita; Sahoo, Satyananda - In: Margin: the journal of applied economic research 2 (2008) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10003758797
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Essays on realized volatility and jumps
Larson, Marcus - 2008
Persistent link: https://www.econbiz.de/10003758871
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Relationship between exchange rate volatility and Central Bank intervention: an empirical analysis for India
Kumar Behera, Harendra; Narasimhan, Vathsala; Murty, K. N. - In: South Asia economic journal : journal of the Institute … 9 (2008) 1, pp. 69-84
Persistent link: https://www.econbiz.de/10003759043
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The ACR model : a multivariate dynamic mixture autoregression
Bec, Frédérique; Rahbek, Anders; Shephard, Neil G. - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 583-618
Persistent link: https://www.econbiz.de/10003759114
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EGARCH and stochastic volatility : modeling jumps and heavy-tails for stock returns
Nakajima, Jouchi - 2008
Persistent link: https://www.econbiz.de/10003759269
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Is long memory necessary? : an empirical investigation of nonnegative interest rate processes
Duan, Jin-Chuan; Jacobs, Kris - In: Journal of empirical finance 15 (2008) 3, pp. 567-581
Persistent link: https://www.econbiz.de/10003759664
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Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution
Chen, Carl R.; Su, Yuli; Huang, Ying - In: Journal of empirical finance 15 (2008) 4, pp. 789-798
Persistent link: https://www.econbiz.de/10003759773
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Fast analytic option valuation with GARCH
Mazzoni, Thomas - 2008
Persistent link: https://www.econbiz.de/10003759897
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Mecanismo de transmisión de las tasas de interés en Colombia (2001 - 2007)
Cano Gamboa, Carlos Andrés; Orozco Chávez, Marcela; … - In: Cuadernos de economía 27 (2008) 1, pp. 209-240
Persistent link: https://www.econbiz.de/10003760200