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61
Price stability properties and
volatility
analysis of precious metals : an ICSS algorithm aqpproach
Fatima, Sameen
;
Gan, Christopher
;
Hu, Baiding
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
10
,
pp. 1-15
in
volatility
of precious metals has been reduced. The results suggest gold is the most stable of the precious metals …
Persistent link: https://www.econbiz.de/10013471164
Saved in:
62
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-
EGARCH
-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
Saved in:
63
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-
EGARCH
-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk : JOR
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014487093
Saved in:
64
Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem
;
Farid, Daryush
;
Peymany, Moslem
; …
- In:
Iranian journal of finance
7
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
Saved in:
65
Fractional integration and asymmetric
volatility
in European, American and Asian bull and bear markets : application to high-frequency stock data
Yaya, OlaOluwa S.
;
Gil-Alaña, Luis A.
;
Shittu, …
- In:
International journal of finance & economics : IJFE
20
(
2015
)
3
,
pp. 276-290
Persistent link: https://www.econbiz.de/10011348408
Saved in:
66
Exchange rate influences on stock market returns and
volatility
dynamics : empirical evidence from the Australian stock market
Karunanayake, Indika
- In:
Review of applied economics
10
(
2014
)
1/2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10010506487
Saved in:
67
Dynamic spillovers between oil and stock markets : new approaches at spillover index
Lee, Yen-Hsien
;
Liao, Ting-Huei
;
Huang, Ya-Ling
;
Huang, …
- In:
International journal of financial research
6
(
2015
)
2
,
pp. 178-189
Persistent link: https://www.econbiz.de/10011405144
Saved in:
68
The determinants of bank's stock
volatility
Topaloğlu, Emre Esat
;
Sakur, Reşat
;
Yaman, Serdar
- In:
Evoluation of money, banking and financial crisis : …
,
(pp. 323-338)
.
2020
Persistent link: https://www.econbiz.de/10012802552
Saved in:
69
Realized
volatility
, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh
;
Chowdhury, Biplob
- In:
Applied economics
53
(
2021
)
55
,
pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
Saved in:
70
Monetary policy uncertainty and jumps in advanced equity markets
Bouri, Elie
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
; …
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 101-112
Persistent link: https://www.econbiz.de/10012500112
Saved in:
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