Narrow search
Showing 1 - 10 of 17
Cover Image
The relationship between stock return volatility and trading volume: the case of the Philippines
Asai, Manabu; Unite, Angelo - In: Applied financial economics 18 (2008) 16-18, pp. 1333-1342
Persistent link: https://www.econbiz.de/10008177523
Cover Image
The relationship between stock return volatility and trading volume: the case of the Philippines
Asai, Manabu; Unite, Angelo - In: Applied financial economics 18 (2008) 16, pp. 1333-1342
Persistent link: https://www.econbiz.de/10008084359
Cover Image
Forecasting volatility using range data: analysis for emerging equity markets in Latin America
Asai, Manabu; Brugal, Ivn - In: Applied financial economics 22 (2012) 6, pp. 461-471
Persistent link: https://www.econbiz.de/10009818908
Cover Image
General asymmetric stochastic volatility models using range data: estimation and empirical evidence from emerging equity markets
Asai, Manabu; Unite, Angelo - In: Applied financial economics 20 (2010) 13, pp. 1041-1050
Persistent link: https://www.econbiz.de/10008434426
Cover Image
General asymmetric stochastic volatility models using range data : estimation and empirical evidence from emerging equity markets
Asai, Manabu; Unite, Angelo A. - In: Applied financial economics 20 (2010) 13/15, pp. 1041-1049
Persistent link: https://www.econbiz.de/10009010308
Cover Image
Forecasting volatility using range data : analysis for emerging equity markets in Latin America
Asai, Manabu; Brugal, Iván - In: Applied financial economics 22 (2012) 4/6, pp. 461-470
Persistent link: https://www.econbiz.de/10009581301
Cover Image
The relationship between stock return volatility and trading volume : the case of the Philippines
Asai, Manabu; Unite, Angelo A. - In: Applied financial economics 18 (2008) 16/18, pp. 1333-1341
Persistent link: https://www.econbiz.de/10003779488
Cover Image
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Chan, Felix; McAleer, Michael - In: Applied financial economics 13 (2003) 8, pp. 581-592
Persistent link: https://www.econbiz.de/10001770826
Cover Image
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Chan, Felix; Mcaleer, Michael - In: Applied financial economics 13 (2003) 8, pp. 581-592
Persistent link: https://www.econbiz.de/10007655550
Cover Image
A market-augmented model for SIMEX Brent crude oil futures contracts
Sequeira, John M.; Mcaleer, Michael - In: Applied financial economics 10 (2000) 5, pp. 543-552
Persistent link: https://www.econbiz.de/10007676914