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Asia-Pacific financial markets
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134
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64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
52
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1
Testing the predictive ability of corridor implied volatility under GARCH models
Lu, Shan
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 129-168
Persistent link: https://www.econbiz.de/10012308051
Saved in:
2
Stylized facts of the Indian stock market
Sen, Rituparna
;
Subramaniam, Manavathi
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 479-493
Persistent link: https://www.econbiz.de/10012309816
Saved in:
3
China, Japan and the US stock markets and the global financial crisis
Zhang, Yan
- In:
Asia-Pacific financial markets
25
(
2018
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10012032981
Saved in:
4
Weather effects on stock returns and volatility in South Asian markets
Sheikh, Muhammad Fayyaz
;
Ali Shah, Syed Zulfiqar
; …
- In:
Asia-Pacific financial markets
24
(
2017
)
2
,
pp. 75-107
Persistent link: https://www.econbiz.de/10011797611
Saved in:
5
VIX forecast under different volatility specifications
Wang, Ying
;
Wong, Hoi Ying
- In:
Asia-Pacific financial markets
24
(
2017
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10011797619
Saved in:
6
Central bank intervention in USD/INR market : estimating its reaction function and impact on volatility
Trivedi, Smita Roy
;
Apte, Prakash Gajanan
- In:
Asia-Pacific financial markets
23
(
2016
)
3
,
pp. 263-279
Persistent link: https://www.econbiz.de/10011619931
Saved in:
7
Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10010511544
Saved in:
8
Evidence on hedging effectiveness in Indian derivatives market
Kumar, Barik Prasanna
;
Supriya, M. V.
- In:
Asia-Pacific financial markets
21
(
2014
)
2
,
pp. 121-131
Persistent link: https://www.econbiz.de/10010358437
Saved in:
9
Forecasting intraday volatility and value-at-risk with high-frequency data
So, Mike Ka-pui
;
Xu, Rui
- In:
Asia-Pacific financial markets
20
(
2013
)
1
,
pp. 83-111
Persistent link: https://www.econbiz.de/10009718871
Saved in:
10
Comparing firm failure predictions between logit, KMV, and ZPP models : evidence from Taiwan's electronics industry
Su, Ender
;
Huang, Shih-ming
- In:
Asia-Pacific financial markets
17
(
2010
)
3
,
pp. 209-239
Persistent link: https://www.econbiz.de/10009237117
Saved in:
11
Empirical study of Nikkei 225 options with the Markov switching GARCH model
Satoyoshi, Kiyotaka
;
Mitsui, Hidetoshi
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009237749
Saved in:
12
Dynamic modeling of tail risk : applications to China, Hong Kong and other Asian markets
So, Mike Ka-pui
;
Tse, Alex S. L.
- In:
Asia-Pacific financial markets
16
(
2009
)
3
,
pp. 183-210
Persistent link: https://www.econbiz.de/10003882800
Saved in:
13
Volatility forecasting in the Hang Seng index using the GARCH approach
Liu, Wei
;
Morley, Bruce
- In:
Asia-Pacific financial markets
16
(
2009
)
1
,
pp. 51-63
Persistent link: https://www.econbiz.de/10003855652
Saved in:
14
Causal and dynamic relationships among stock returns, return volatility and trading volume : evidence from emerging markets in South-East Asia
Pisedtasalasai, Anirut
;
Gunasekarage, Abeyratna
- In:
Asia-Pacific financial markets
14
(
2007
)
4
,
pp. 277-297
Persistent link: https://www.econbiz.de/10003757788
Saved in:
15
On valuing perticipating life insurance contracts with conditional heteroscedasticity
Siu, Tak Kuen
;
Lau, John W.
;
Yang, Hailiang
- In:
Asia-Pacific financial markets
14
(
2007
)
3
,
pp. 255-275
Persistent link: https://www.econbiz.de/10003705911
Saved in:
16
Mean and volatility dynamics of Indian rupee/US dollar exchange rate series : an empirical investigation
Kar, Rituparna
;
Sarkar, Nityananda
- In:
Asia-Pacific financial markets
13
(
2006
)
1
,
pp. 41-69
Persistent link: https://www.econbiz.de/10003496752
Saved in:
17
Long-memory and heterogeneous in high frequency pacific-basin exchange rate volatility
McMillan, David G.
;
Speight, Alan E. H.
- In:
Asia-Pacific financial markets
12
(
2005
)
3
,
pp. 199-226
Persistent link: https://www.econbiz.de/10003407435
Saved in:
18
A modified GARCH model with spells of shocks
Liu, Qingfeng
;
Morimune, Kimio
- In:
Asia-Pacific financial markets
12
(
2005
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10003370698
Saved in:
19
Korean currency crisis and regime change : a multivariate GARCH model with Bayesian approach
Kim, Suduk
;
Tsurumi, Hiroki
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 31-44
Persistent link: https://www.econbiz.de/10001506571
Saved in:
20
Why has Taiwan been immune to the Asian financial crisis?
Chen, Chyong-lin
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10001506574
Saved in:
21
Structural changes in volatility of foreign exchange rates after the Asian financial crisis
Nakatsuma, Teruo
- In:
Asia-Pacific financial markets
7
(
2000
)
1
,
pp. 69-82
Persistent link: https://www.econbiz.de/10001506576
Saved in:
22
Bayesian statistical computations of nonlinear financial time series models : a survey with illustrations
Tsurumi, Hiroki
- In:
Asia-Pacific financial markets
7
(
2000
)
3
,
pp. 209-237
Persistent link: https://www.econbiz.de/10001508541
Saved in:
23
Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates
Nakatsuma, Teruo
;
Tsurumi, Hiroki
- In:
Asia-Pacific financial markets
6
(
1999
)
1
,
pp. 71-84
Persistent link: https://www.econbiz.de/10001506398
Saved in:
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