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Return and volatility linkages between the US and the German stock market
Baur, Dirk G.; Jung, Robert - 2002
Persistent link: https://www.econbiz.de/10013268929
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Stock return autocorrelations revisited : a quantile regression approach
Baur, Dirk G.; Dimpfl, Thomas; Jung, Robert - In: Journal of empirical finance 19 (2012) 2, pp. 254-265
Persistent link: https://www.econbiz.de/10009615707
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Financial market spillovers around the globe
Dimpfl, Thomas; Jung, Robert - 2011
Financial market spillovers around the globeThis paper investigates the transmission of return and volatility spillovers around the globe. It draws on index futures of three representative indices, namely the Dow Jones Euro Stoxx 50, the S&P 500 and the Nikkei 225. Devolatised returns and...
Persistent link: https://www.econbiz.de/10009161582
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Financial market spillovers around the globe
Dimpfl, Thomas; Jung, Robert - In: Applied financial economics 22 (2012) 1/3, pp. 45-57
Persistent link: https://www.econbiz.de/10009419576
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The volatility of Bitcoin and its role as a medium of exchange and a store of value
Baur, Dirk G.; Dimpfl, Thomas - In: Empirical economics : a quarterly journal of the … 61 (2021) 5, pp. 2663-2683
Persistent link: https://www.econbiz.de/10012664626
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Return and volatility linkages between the US and the German stock market
Baur, Dirk; Jung, Robert - In: Journal of international money and finance 25 (2006) 4, pp. 598-613
Persistent link: https://www.econbiz.de/10003336485
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Zeitreihenanalyse für Zähldaten : eine Untersuchung ganzzahliger Autoregressiver-Moving-Average-Prozesse
Jung, Robert - 1999
Persistent link: https://www.econbiz.de/10001406290
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Econometric analysis of international financial markets
Dimpfl, Thomas - 2010
Persistent link: https://www.econbiz.de/10008856799
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The persistence and asymmetry of time-varying correlations
Baur, Dirk G. (contributor) - 2005
Persistent link: https://www.econbiz.de/10009232806
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The persistence and asymmetry of time-varying correlations
Baur, Dirk G. - 2002
Persistent link: https://www.econbiz.de/10013268791