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Towards a multifractal paradigm of stochastic volatility?
Boitout, Nicolas; Ureche-Rangau, Loredana - In: International journal of theoretical and applied finance 7 (2004) 7, pp. 823-851
Persistent link: https://www.econbiz.de/10002420701
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Threshold linkages between volatility and trading volume : evidence from developed and emerging markets
Jawadi, Fredj; Ureche-Rangau, Loredana - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 313-333
Persistent link: https://www.econbiz.de/10009740776
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Stock market dynamics in a regime-switching asymmetric power GARCH model
Ané, Thierry; Ureche-Rangau, Loredana - In: International review of financial analysis 15 (2006) 2, pp. 109-129
Persistent link: https://www.econbiz.de/10003320645
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Robust outlier detection for Asia-Pacific stock index returns
Ané, Thierry; Ureche-Rangau, Loredana; Gambet, Jean-Benoît - In: Journal of international financial markets, … 18 (2008) 4, pp. 326-343
Persistent link: https://www.econbiz.de/10003727941
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Does trading volume really explain stock returns volatility?
Ané, Thierry; Ureche-Rangau, Loredana - In: Journal of international financial markets, … 18 (2008) 3, pp. 216-235
Persistent link: https://www.econbiz.de/10003710350