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Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return
Ahn, Dong-Hyun, (1999)
Bayesian causality measures for multiple ARCH models using marginal likelihoods
Polasek, Wolfgang, (2000)
Discrete-time stochastic volatility models and MCMC-based statistical inference
Hautsch, Nikolaus, (2008)
Volatility spillover across energy indices of the stock markets
Acatrinei, Marius, (2015)
Influence of the EU Accession Process and the Global Crisis on the CEE Stock Markets: A Multivariate Correlation Analysis
Anghelache, Gabriela Victoria, (2014)
A DCC-GARCH Model To Estimate the Risk to the Capital Market in Romania
Acatrinei, Marius, (2013)