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Nonparametric entropy-based tests of independence between stochastic processes
Fernandes, Marcelo; Néri, Breno de Andrade Pinheiro - In: Econometric reviews 29 (2010) 3, pp. 276-306
Persistent link: https://www.econbiz.de/10003965134
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The asymmetric impact of firm-specific and of index returns on the volatility processes of individual stocks
Voukelatos, Nikolaos - In: Applied financial economics 20 (2010) 19/21, pp. 1627-1638
Persistent link: https://www.econbiz.de/10009011576
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Andersen implosion over Enron : an analysis of the contagion effect on Fortune 500 firms
Cross, Joann Noe; Kunkel, Robert A. - In: Managerial finance 38 (2012) 7, pp. 678-688
Persistent link: https://www.econbiz.de/10009568904
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The VIX market volatility index and US stock index returns
Sarwar, Ghulam - In: Journal of international business and economics : JIBE 11 (2011) 4, pp. 167-179
Persistent link: https://www.econbiz.de/10009380073
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The smooth transition GARCH model: application to international stock indexes
Khemiri, Rim - In: Applied financial economics 21 (2011) 7/9, pp. 555-562
Persistent link: https://www.econbiz.de/10009153250
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Ibbotson SBBI ... valuation yearbook : market results for stocks, bonds, bills, and inflation ...
2011-2013: Chicago, Ill. : Morningstar - 2011=1926/2010 - 2013=1926/2012
Persistent link: https://www.econbiz.de/10009501512
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Forecasting volatility with the multifractal random walk model
Duchon, Jean; Robert, Raoul; Vargas, Vincent - In: Mathematical finance : an international journal of … 22 (2012) 1, pp. 83-108
Persistent link: https://www.econbiz.de/10009554692
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Has the introduction of S&P 500 ETF options led to improvements in price discovery of SPDRs?
Chen, Wei-peng; Chung, Huimin - In: The journal of futures markets 32 (2012) 7, pp. 683-711
Persistent link: https://www.econbiz.de/10009554762
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Are there spillover effects from Hong Kong and the United States to Chinese stock markets?
Diekmann, Katharina - 2011
Persistent link: https://www.econbiz.de/10009424882
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An empirical analysis of the WTI oil price returns and volatility spillover in the USA
Wei, Ching Chun; Chen, Chung-Hsuan - In: The empirical economics letters : a monthly … 13 (2014) 6, pp. 663-674
Persistent link: https://www.econbiz.de/10010520049