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  • Search: subject:"Range-volatility estimators"
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Subject
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Börsenkurs 2 Share price 2 Volatility 2 Volatilität 2 ARCH model 1 ARCH-Modell 1 Aktienindex 1 Aktienmarkt 1 Asia 1 Asian markets 1 Asien 1 Calendar effect 1 Estimation 1 Estimation theory 1 Forecasting model 1 Holiday effect 1 Index futures 1 Index-Futures 1 Kalendereffekt 1 Non-trading periods 1 Prognoseverfahren 1 Range volatility estimators 1 Range-volatility estimators 1 Saisonale Schwankungen 1 Schätztheorie 1 Schätzung 1 Seasonal variations 1 Spillover effect 1 Spillover-Effekt 1 Stock index 1 Stock market 1 Stock markets 1 Time 1 Volatility forecasting 1 Volatility spillovers 1 Weekend effect 1 Zeit 1
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Undetermined 2
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Alañón Pardo, Ángel 1 Brzeszczyński, Janusz 1 Díaz-Mendoza, Ana-Carmen 1 Lau, Chi Keung 1 Yarovaya, Larisa 1
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Finance research letters 1 The North American journal of economics and finance : a journal of financial economics studies 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Holidays, weekends and range-based volatility
Díaz-Mendoza, Ana-Carmen; Alañón Pardo, Ángel - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012656917
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Volatility spillovers across stock index futures in Asian markets : evidence from range volatility estimators
Yarovaya, Larisa; Brzeszczyński, Janusz; Lau, Chi Keung - In: Finance research letters 17 (2016), pp. 158-166
Persistent link: https://www.econbiz.de/10011596275
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