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Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001639402
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Do macroeconomic announcements cause asymmetric volatility
Goeij, Peter de (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901531
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Modeling the conditional covariance between stock and bond returns : a multivariate GARCH approach
Goeij, Peter de; Marquering, Wessel A. - In: Journal of financial econometrics : official journal of … 2 (2004) 4, pp. 531-564
Persistent link: https://www.econbiz.de/10002349838
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Are stock returns long term dependent? : Some empirical evidence
Jacobsen, Ben - In: Journal of international financial markets, … 5 (1995) 2/3, pp. 37-52
Persistent link: https://www.econbiz.de/10001507986
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Volatility clustering in monthly stock returns
Jacobsen, Ben; Dannenburg, Dennis Ramon - In: Journal of empirical finance 10 (2003) 4, pp. 479-503
Persistent link: https://www.econbiz.de/10001782292
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China's segmented stock market : an application of the conditional international capital asset pricing model
Jacobsen, Brian; Liu, Xiaochun - In: Emerging markets review 9 (2008) 3, pp. 153-173
Persistent link: https://www.econbiz.de/10003766728