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61
Intrinsic liquidity in conditional
volatility
models
Darolles, Serge
;
LeFol, Gaëlle
;
Francq, Christian
; …
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 225-245
Persistent link: https://www.econbiz.de/10011592745
Saved in:
62
Long vs. short term asymmetry in
volatility
and the term structure of
risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Saved in:
63
Measuring
risk
spillovers from multiple developed stock markets to China : a vine-copula-
GARCH
-MIDAS model
Jiang, Cuixia
;
Li, Yuqian
;
Xu, Qifa
;
Liu, Yezheng
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 386-398
Persistent link: https://www.econbiz.de/10012692552
Saved in:
64
Forecasting robust value-at-
risk
estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
65
Macroeconomic uncertainty and stock market uncertainty : some further evidence from Pakistan
Aziz, Tariq
;
Marwat, Jahanzeb
;
Mustafa, Sheraz
- In:
Review of Pacific Basin financial markets and policies
24
(
2021
)
2
,
pp. 2150014-1-2150014-15
Persistent link: https://www.econbiz.de/10012627829
Saved in:
66
A multiple regime extension to the Heston–Nandi
GARCH
(1,1) model
Díaz-Hernández, Adán
;
Constantinou, Nick
- In:
Journal of empirical finance
53
(
2019
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012171628
Saved in:
67
Oil price
risk
evaluation using a novel hybrid model based on time-varying long memory
Zhao, Lu-Tao
;
Liu, Kun
;
Duan, Xin-Lei
;
Li, Ming-Fang
- In:
Energy economics
81
(
2019
),
pp. 70-78
Persistent link: https://www.econbiz.de/10012172659
Saved in:
68
Integration of stock returns and
volatility
of emerging equity markets : a study under
risk
and uncertainty
Kumar, Rakesh
- In:
Review of market integration
8
(
2016
)
1/2
,
pp. 79-102
Persistent link: https://www.econbiz.de/10012160835
Saved in:
69
Economic policy uncertainty,
risk
and stock returns : evidence from G7 stock markets
Chiang, Thomas C.
- In:
Finance research letters
29
(
2019
),
pp. 41-49
Persistent link: https://www.econbiz.de/10012417704
Saved in:
70
Bitcoin returns and
risk
: a general
GARCH
and GAS analysis
Troster, Victor
;
Tiwari, Aviral Kumar
;
Shahbaz, Muhammad
; …
- In:
Finance research letters
30
(
2019
),
pp. 187-193
Persistent link: https://www.econbiz.de/10012420417
Saved in:
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