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ECONIS (ZBW)
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Modelos de volatilidade estocástica com deformação temporal : um estudo empírico para o índice Ibovespa
Ziegelmann, Flávio A.
- In:
Pesquisa e planejamento econômico : PPE
27
(
1997
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10001240326
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2
Evaluation of contagion or interdependence in the financial crises of Asia and Latin America, considering the macroeconomic fundamentals
Marçal, Emerson Fernandes
;
Pereira, Pedro L. Valls
; …
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2365-2379
Persistent link: https://www.econbiz.de/10009379734
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3
Market stress and herding
Hwang, Soosung
;
Salmon, Mark H.
-
2004
Persistent link: https://www.econbiz.de/10002045646
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4
Market stress and herding
Hwang, Soosung
;
Salmon, Mark
- In:
Journal of empirical finance
11
(
2004
)
4
,
pp. 585-616
Persistent link: https://www.econbiz.de/10002145312
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5
A behavioral explanation of the value anomaly based on time-varying return reversals
Hwang, Soosung
;
Rubesam, Alexandre
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2367-2377
Persistent link: https://www.econbiz.de/10009760647
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6
'Irrational exuberance' in the long-run UK stock market
Hwang, Soosung
;
Song, Byung Khun
- In:
Applied economics
40
(
2008
)
22/24
,
pp. 3199-3211
Persistent link: https://www.econbiz.de/10003803898
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7
Implied volatility forecasting : a comparison of different procedures including fractionally integrated models with applications to UK equity options
Hwang, Soosung
;
Satchell, Stephen
- In:
Forecasting volatility in the financial markets
,
(pp. 249-277)
.
2007
Persistent link: https://www.econbiz.de/10003872982
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8
Does downside beta matter in asset pricing?
Pedersen, Christian S.
;
Hwang, Soosung
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 961-978
Persistent link: https://www.econbiz.de/10003538091
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9
The disappearance of momentum
Hwang, Soosung
;
Rubesam, Alexandre
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 584-607
Persistent link: https://www.econbiz.de/10011301218
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10
Market overreaction and investment strategies
Han, Chulwoo
;
Hwang, Soosung
;
Ryu, Doojin
- In:
Applied economics
47
(
2015
)
52/54
,
pp. 5868-5885
Persistent link: https://www.econbiz.de/10011348836
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