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~language:"eng"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Case study"
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41
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Demirer, Rıza
38
Corbet, Shaen
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Salisu, Afees A.
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Balcilar, Mehmet
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1
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1
HFDF <2, 1998, Zürich>
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
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Energy economics
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Finance research letters
513
International review of financial analysis
398
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374
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344
International review of economics & finance : IREF
338
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324
Journal of econometrics
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Applied financial economics
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Applied economics letters
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Research in international business and finance
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197
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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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International Journal of Energy Economics and Policy : IJEEP
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International journal of forecasting
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Review of quantitative finance and accounting
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ECONIS (ZBW)
20,372
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20351
Trading hours, information flow, and international cross-listing
Forster, Margaret M.
- In:
International review of financial analysis
4
(
1995
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10001201562
Saved in:
20352
Volatility and links between national stock markets
King, Mervyn
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
4
,
pp. 901-933
Persistent link: https://www.econbiz.de/10001252917
Saved in:
20353
Volume and intervention effects on yen, dollar exchange rate volatility : 1977 - 1979
Connolly, Robert A.
- In:
Advances in financial planning and forecasting
5
(
1994
),
pp. 181-200
Persistent link: https://www.econbiz.de/10001195782
Saved in:
20354
The weekly pattern in Treasury bond futures and GARCH effects
Najand, Mohammad
- In:
Review of futures markets
12
(
1994
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001183637
Saved in:
20355
When is the short rate Markovian?
Carverhill, Andrew
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 305-312
Persistent link: https://www.econbiz.de/10001185090
Saved in:
20356
Bessel processes, Asian options, and perpetuities
Geman, Hélyette
- In:
Mathematical finance : an international journal of …
3
(
1993
)
4
,
pp. 349-375
Persistent link: https://www.econbiz.de/10001185120
Saved in:
20357
Causality between the money supply and share prices : a VAR investigation
Dhakal, Dharmendra Purush
- In:
Quarterly journal of business and economics : QJBE
32
(
1993
)
3
,
pp. 52-74
Persistent link: https://www.econbiz.de/10001191456
Saved in:
20358
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
20359
Exchange risk and interest rate volatility in historical perspective
McKinnon, Ronald I.
- In:
Greek economic review
15
(
1993
)
2
,
pp. 29-44
Persistent link: https://www.econbiz.de/10001206494
Saved in:
20360
Forecasting volatilities and coorelations with EGARCH models
Cumby, Robert
- In:
The journal of derivatives : the official publication …
1
(
1993
)
2
,
pp. 51-63
Persistent link: https://www.econbiz.de/10001220370
Saved in:
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