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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The European journal of finance"
~person:"Poon, Ser-Huang"
~person:"Shields, Kalvinder K."
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Capital income
Zeitreihenanalyse
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Poon, Ser-Huang
Shields, Kalvinder K.
Charemza, Wojciech
3
Jacobsen, Ben
3
Marquering, Wessel A.
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3
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Journal of banking & finance
The European journal of finance
Discussion paper / Centre for Economic Policy Research
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Handbook of research methods and applications in empirical finance
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ECONIS (ZBW)
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Hedging the black swan : conditional heteroskedasticity and tail dependence in S&P500 and VIX
Hilal, Sawsan
;
Poon, Ser-Huang
;
Tawn, Jonathan
- In:
Journal of banking & finance
35
(
2011
)
9
,
pp. 2374-2387
Persistent link: https://www.econbiz.de/10009247196
Saved in:
2
Predictability of stock markets with disequilibrium trading
Charemza, Wojciech
;
Shields, Kalvinder K.
; …
- In:
The European journal of finance
10
(
2004
)
5
,
pp. 329-344
Persistent link: https://www.econbiz.de/10002485474
Saved in:
3
Predictability of stock markets with disequilibrium trading : a commentary paper
Miłobędzki, Pawel
- In:
The European journal of finance
10
(
2004
)
5
,
pp. 345-352
Persistent link: https://www.econbiz.de/10002485476
Saved in:
4
Modelling S&P 100 volatility : the information content of stock returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10001603579
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