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Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Journal of empirical finance 18 (2011) 1, pp. 147-160
Persistent link: https://www.econbiz.de/10008769858
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Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian; Karanasos, Menelaos; Zeng, Ning - In: Journal of empirical finance 18 (2011) 1, pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
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On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian; Stürmer, Karin; Rittler, Daniel - In: Journal of empirical finance 29 (2014), pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
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Special Issue: Asset pricing : methods and applications
Conrad, Christian (contributor) - 2014
Persistent link: https://www.econbiz.de/10011300509
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Editor's introduction for the special issue of the Journal of Empirical Finance, on "asset pricing : methods and applications"
Conrad, Christian; Karanasos, Menelaos - In: Journal of empirical finance 29 (2014), pp. 1-2
Persistent link: https://www.econbiz.de/10011302567
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The effect of political communication on European financial markets during the sovereign debt crisis
Conrad, Christian; Zumbach, Klaus Ulrich - In: Journal of empirical finance 39 (2016), pp. 209-214
Persistent link: https://www.econbiz.de/10011663845