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~isPartOf:"Economic modelling"
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Börsenkurs
2
Capital income
2
Kapitaleinkommen
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Saisonale Schwankungen
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Seasonal variations
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Share price
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Theorie
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Theory
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Market microstructure
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Markov-switching
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Marktmikrostruktur
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Minimum variance strategy
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Hung, Jui-Cheng
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Economic modelling
The journal of futures markets
Tourism economics : the business and finance of tourism and recreation
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Energy economics
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Finance research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
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International review of financial analysis
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Journal of banking & finance
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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International journal of hospitality management
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World Bank E-Library Archive
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International journal of financial research
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The North American journal of economics and finance : a journal of financial economics studies
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American journal of agricultural economics
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Construction Management and Economics
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subject:"variation"
(14 results)
1
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
2
The January effect in the foreign exchange market : evidence for seasonal equity carry trades
Girardin, Eric
;
Namin, Fatemeh Salimi
- In:
Economic modelling
81
(
2019
),
pp. 422-439
Persistent link: https://www.econbiz.de/10012202131
Saved in:
3
Evaluation of realized multi-power
variations
in minimum variance hedging
Hung, Jui-Cheng
- In:
Economic modelling
51
(
2015
),
pp. 672-679
Persistent link: https://www.econbiz.de/10011476357
Saved in:
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