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isPartOf:"The European journal of finance"
~subject:"United Kingdom"
~type_genre:"Aufsatz in Zeitschrift"
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1
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The European journal of finance
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ECONIS (ZBW)
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1
Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
Saved in:
2
Forecasting the weekly time-varying beta of UK firms : GARCH models vs. Kalman filter method
Choudhry, Taufiq
;
Wu, Hao
- In:
The European journal of finance
15
(
2009
)
3/4
,
pp. 437-444
Persistent link: https://www.econbiz.de/10003875496
Saved in:
3
International nonlinear causality between stock markets
Beine, Michel
;
Capelle-Blancard, Gunther
;
Raymond, Hélène
- In:
The European journal of finance
14
(
2008
)
7/8
,
pp. 663-686
Persistent link: https://www.econbiz.de/10003816319
Saved in:
4
Assessing the time varying interest rate sensitivity of real estate securities
Stevenson, Simon
;
Wilson, Patrick James
;
Zurbruegg, Ralf
- In:
The European journal of finance
13
(
2007
)
7/8
,
pp. 705-715
Persistent link: https://www.econbiz.de/10003610005
Saved in:
5
Stochastic volatility and GARCH : a comparison based on UK stock data
Pederzoli, Chiara
- In:
The European journal of finance
12
(
2006
)
1
,
pp. 41-59
Persistent link: https://www.econbiz.de/10003305243
Saved in:
6
Temporal aggregation, volatility components and volume in high frequency UK bond futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
The European journal of finance
8
(
2002
)
1
,
pp. 70-92
Persistent link: https://www.econbiz.de/10001636185
Saved in:
7
Power ARCH modelling of commodity futures data on the London metal exchange
McKenzie, Michael D.
(
contributor
)
- In:
The European journal of finance
7
(
2001
)
1
,
pp. 22-38
Persistent link: https://www.econbiz.de/10001542130
Saved in:
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