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Order flow and volatility : an empirical investigation
Opschoor, Anne; Taylor, Nicholas; Wel, Michel van der; … - In: Journal of empirical finance 28 (2014), pp. 185-201
Persistent link: https://www.econbiz.de/10011285068
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Predicting volatility and correlations with Financial Conditions Indexes
Opschoor, Anne; Dijk, Dick van; Wel, Michel van der - In: Journal of empirical finance 29 (2014), pp. 435-447
Persistent link: https://www.econbiz.de/10011300449
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Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper; Nielsen, Morten Ørregaard; … - In: Journal of empirical finance 17 (2010) 3, pp. 460-470
Persistent link: https://www.econbiz.de/10009267288