Narrow search
Showing 1 - 10 of 52
Cover Image
Hourly volatility spillovers between international equity markets
Susmel, Raul; Engle, Robert F. - 1992
Persistent link: https://www.econbiz.de/10000841632
Cover Image
A long memory property of stock market returns and a new model
Ding, Zhuanxin; Granger, C. W. J.; Engle, Robert F. - 1992
Persistent link: https://www.econbiz.de/10000841643
Cover Image
Measuring and testing the impact of news on volatility
Engle, Robert F.; Ng, Victor K. - 1991
Persistent link: https://www.econbiz.de/10000814056
Cover Image
Long run volatility forecasting for individual stocks in a one factor model
Engle, Robert F.; Lee, Gary G. J. - 1993
Persistent link: https://www.econbiz.de/10000877958
Cover Image
Equity market volatility and expected risk premium
Chen, Long (contributor); Guo, Hui (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003739618
Cover Image
Expected returns, yield spreads, and asset pricing tests
Campello, Murillo; Chen, Long; Zhang, Lu - In: The review of financial studies 21 (2008) 3, pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
Cover Image
The spline GARCH model for unconditional volatility and its global macroeconomic causes
Engle, Robert F.; Rangel, Jose Gonzalo - 2005
Persistent link: https://www.econbiz.de/10003331373
Cover Image
Financially constrained stock returns
Livdan, Dmitry; Sapriza, Horacio; Zhang, Lu - 2006
Persistent link: https://www.econbiz.de/10003384284
Cover Image
Financially constrained stock returns
Livdan, Dmitry; Sapriza, Horacio; Zhang, Lu - In: The journal of finance : the journal of the American … 64 (2009) 4, pp. 1827-1862
Persistent link: https://www.econbiz.de/10003874459
Cover Image
The stock market and aggregate employment
Chen, Long; Zhang, Lu - 2009
Persistent link: https://www.econbiz.de/10003875812