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Time-varying volatility and equity returns in Bangladesh stock market
Basher, Syed Abul; Hassan, M. Kabir; Islam, Anisul M. - In: Applied financial economics 17 (2007) 16/18, pp. 1393-1407
Persistent link: https://www.econbiz.de/10003605846
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Stochastic volatility forecasting and risk management
Sadorsky, Perry A. - In: Applied financial economics 15 (2005) 2, pp. 121-135
Persistent link: https://www.econbiz.de/10002537405
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Time-varying volatility and equity returns in Bangladesh stock market
Basher, Syed; Hassan, M.Kabir; Islam, Anisul - In: Applied financial economics 17 (2007) 16-18, pp. 1393-1408
Persistent link: https://www.econbiz.de/10007894356
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Time-varying volatility and equity returns in Bangladesh stock market
Basher, Syed; Hassan, M.Kabir; Islam, Anisul - In: Applied financial economics 17 (2007) 17, pp. 1393-1408
Persistent link: https://www.econbiz.de/10007874400
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Broken trend output in a model of stock returns and economic activity
Sadorsky, Perry - In: Applied financial economics 11 (2001) 1, pp. 17-22
Persistent link: https://www.econbiz.de/10007673092
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Stochastic volatility forecasting and risk management
Sadorsky, Perry - In: Applied financial economics 15 (2005) 2, pp. 121-136
Persistent link: https://www.econbiz.de/10007636483