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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Essays on realized volatility and jumps
Larson, Marcus - 2008
Persistent link: https://www.econbiz.de/10003758871
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Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.; McMillan, David G.; Tsakou, Katerina - In: The journal of futures markets 36 (2016) 12, pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
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Implied volatility around the world : geographical markets and asset classes
Velev, Julian P.; Payne, Brian C.; Trešl, Jiří; … - 2016
Persistent link: https://www.econbiz.de/10011580231
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Essays on the correlation of foreign exchange rates
Burckhardt, Nicolas - 2012
Im Gegensatz zur Volatilität wurde der Korrelation in der Forschung bisher viel weniger Beachtung geschenkt, obwohl die … Korrelation in der Finanzwissenschaft eine zentrale Rolle spielt. Die vorliegende Doktorarbeit ergänzt die bestehende Literatur …, indem sie verschiedene Aspekte der Korrelation von Wechselkursen untersucht sowie neue Methoden zur Schätzung und Prognose …
Persistent link: https://www.econbiz.de/10009713291
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On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de; Keddad, Benjamin - In: Economic modelling 52 (2016), pp. 206-215
Persistent link: https://www.econbiz.de/10011645629
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Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets : pre & post crisis
Vukovic, Darko B.; Lapshina, Kseniya A.; Maiti, Moinak - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013186510
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Dynamics in the co-movement of economic growth and stock return : comparison between the United States and China
Jiang, Yu - In: Economic research 32 (2019) 1,2, pp. 1965-1976
Persistent link: https://www.econbiz.de/10012435294
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Markets dependence in times of turmoil : evidence from US and Asia-Pacific stock markets
Zehri, Chokri - In: Montenegrin journal of economics 18 (2022) 2, pp. 175-189
Persistent link: https://www.econbiz.de/10013254592
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Dependence and extreme correlation among US industry sectors
Sukcharoen, Kunlapath; Leatham, David J. - In: Studies in economics and finance 33 (2016) 1, pp. 26-49
Persistent link: https://www.econbiz.de/10011718723