Similar Search Results

Are frontier stock markets more inefficient than emerging stock markets?

Dheeriya, Prakash L.; Torun, Erdost - In: International journal of monetary economics and finance 6 (2013) 4, pp. 271-284

Persistent link: https://www.econbiz.de/10010412983

The impact of firm-specific public news on intraday market dynamics : evidence from the Turkish stock market

Baklaci, Hasan F.; Tunc, Gokce; Aydogan, Berna; Vardar, … - In: Emerging markets finance & trade : a journal of the … 47 (2011) 6, pp. 99-119

Persistent link: https://www.econbiz.de/10009563064

From oil to stock markets

Guesmi, Khaled; Boubaker, Heni; Lai, Van Son - In: Journal of economic integration 31 (2016) 1, pp. 103-133

Persistent link: https://www.econbiz.de/10011451684

Allowing for jump measurements in volatility : a high-frequency financial data analysis of individual stocks

Papavassiliou, Vassilios G. - In: Bulletin of economic research 68 (2016) 2, pp. 124-132

Persistent link: https://www.econbiz.de/10011496410

Stock exchange mergers and return co-movement : a flexible dynamic component correlations model

Hellström, Jörgen; Liu, Yuna; Sjögren, Tomas - In: Economics letters 121 (2013) 3, pp. 511-515

Persistent link: https://www.econbiz.de/10010393039

Dynamic mixture models for financial time series

Haas, Markus - 2004 - 1. Aufl.

Inaugural -Dissertation zur Erlangung des Grades eines Doktors der Wirtschafts -und Sozialwissenschaften der Wirtschafts -und Sozialwissenschaftlichen Fakultät der Christian -Albrechts -Universität zu Kiel The objective of this study is the development and application of models for financial...