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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy, (2002)
Essays on asset prices and macroeconomic fundamentals
Chen, Wenjuan, (2013)
Directional predictability and volatility spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets
Omri, Imen, (2023)
Statistical properties of statistical ensembles of stock returns
Lillo, Fabrizio, (2000)
Variety of stock returns in normal and extreme market days : the August 1998 crisis
Lillo, Fabrizio, (2002)
Price impact function of a single transaction
Lillo, Fabrizio, (2004)