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Dinámica no lineal en la bolsa de valores

Mayer-Foulkes, David; Feliz, Raúl Aníbal - 1992 - 1. ed

Persistent link: https://www.econbiz.de/10000889335

Essays in financial economics

Zheng, Yijuan - 1996

Persistent link: https://www.econbiz.de/10000970243

Volatility spillovers and nonlinear dynamics between jet fuel prices and air carrier revenue passenger miles in the US

Adrangi, Bahram; Gritta, Richard D.; Raffiee, Kambiz - In: Review of economics & finance (2013) 3, pp. 1-18

Persistent link: https://www.econbiz.de/10010244116

Untersuchung der Volatilität von Kapitalmarktdaten mittels (R/S)-Analyse und Hurst-Exponenten : einige empirische Resultate

Kröh, P. A. - 2006

Persistent link: https://www.econbiz.de/10003385666

Chaostheoretische Analyse kurzfristiger Devisenkursfluktuationen : eine empirische Analyse

Natusch, Diethild - 1995

Persistent link: https://www.econbiz.de/10000548001

Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables

Hafner, Christian M. - 1998

Persistent link: https://www.econbiz.de/10000965598

Financial markets and the theory of chaos

Gilmore, Claire Gilbert - 1992

Persistent link: https://www.econbiz.de/10000896128

Chaos auf Kapitalmärkten : Untersuchung des DAX, DOW und FTSE anhand moderner Verfahren auf deterministisches Chaos

Thiemann, Michael - 2004

Persistent link: https://www.econbiz.de/10001876083

Asymmetric connectedness on the US stock market : bad and good volatility spillovers

Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2015

This paper suggests how to quantify asymmetries in volatility spillovers that emerge due to bad and good volatility … stocks at the disaggregate level. Moreover, the spillovers of bad and good volatility are transmitted at different magnitudes …

Persistent link: https://www.econbiz.de/10010509638

Improving volatility forecasts with GED-GARCH model: evidence from U.S. stock market

Giacalone, Massimiliano; Mattera, Raffaele; Cozzucoli, … - In: The empirical economics letters : a monthly … 18 (2019) 7, pp. 785-791

Persistent link: https://www.econbiz.de/10012315480