//-->
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina, (2014)
Correlated idiosyncratic volatility shocks
Qiao, Xiao, (2021)
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne, (2021)
Transmission of movements in stock markets
Peiro, Amado, (1998)
La estacionalidad diaria del mercado de acciones español
Peiro, Amado, (1994)
Daily seasonality in stock returns : further international evidence