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Empirical studies on volatility in international stock markets
Hol, Eugenie M. J. H., (2003)
The information content of cross-sectional volatility for future market volatility : evidence from Australian equity returns
Rahman, Md. Arifur, (2007)
An elementary introduction to mathematical finance : options and other topics
Ross, Sheldon M., (2003)
[Rezension von: Smith, Anthony D., International financial markets]
Poon, Ser-Huang, (1994)
Persistence and mean reversion in UK stock returns
Poon, Ser-Huang, (1996)
A practical guide to forecasting : financial markets volatility
Poon, Ser-Huang, (2005)