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Conditional correlations between stock index, investment grade yield, high yield and commodities (gold and oil) during stable and crisis periods
Tuysuz, Sukriye - In: International journal of economics and finance 5 (2013) 9, pp. 28-44
Persistent link: https://www.econbiz.de/10010190858
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Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.; Sin, Chor-yiu - In: Journal of forecasting 19 (2000) 4, pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
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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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Bayesian causality measures for multiple ARCH models using marginal likelihoods
Polasek, Wolfgang - 2000
Persistent link: https://www.econbiz.de/10001537676
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Value at risk estimation for stock indices using the Basle committee proposal from 1995
Pojarliev, Momtchil; Polasek, Wolfgang - 2000
Persistent link: https://www.econbiz.de/10001537678
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Identifying the source of mean and volantility spillovers in Irish equities : a multivariate GARCH analysis
Gallagher, Liam; Twomey, Cian E. - In: The economic and social review 29 (1998) 4, pp. 341-356
Persistent link: https://www.econbiz.de/10001538421
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Testing distribution models for the Irish equity market
Cotter, John - In: The economic and social review 29 (1998) 4, pp. 369-382
Persistent link: https://www.econbiz.de/10001538423
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Performance of GARCH models in forecasting stock market volatility
Chong, Choo Wei; Ahmad, Muhammad Idrees; Abdullah, Mat … - In: Journal of forecasting 18 (1999) 5, pp. 333-343
Persistent link: https://www.econbiz.de/10001433977
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Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.; Sin, Chor-yiu - 1999
Persistent link: https://www.econbiz.de/10001395202