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Dynamics of biofuel stock pric...
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1
Discussion of
volatility
in agribusiness-oriented asset markets : peeking through a Bayesian window
Tobias, Justin L.
- In:
American journal of agricultural economics
93
(
2011
)
2
,
pp. 441-443
Persistent link: https://www.econbiz.de/10009374044
Saved in:
2
Dynamics of bioful stock prices : a Bayesian approach
Du, Xiaodong
;
Hayes, Dermot J.
;
Yu, Cindy L.
- In:
American journal of agricultural economics
93
(
2011
)
2
,
pp. 418-425
Persistent link: https://www.econbiz.de/10009374050
Saved in:
3
United States oil and gas stock returns with multi-factor pricing models : 2008-2018
Carson, Scott Alan
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012664500
Saved in:
4
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
Saved in:
5
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
-
2002
Persistent link: https://www.econbiz.de/10001707592
Saved in:
6
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 211-250
Persistent link: https://www.econbiz.de/10002214262
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7
Stochastic
volatility
, liquidity and intraday information flow
Li, Jinliang
;
Wu, Chunchi
- In:
Applied economics letters
18
(
2011
)
16/18
,
pp. 1511-1515
Persistent link: https://www.econbiz.de/10009383452
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8
U.S. stock market crash risk, 1926–2010
Bates, David S.
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 229-259
Persistent link: https://www.econbiz.de/10009666837
Saved in:
9
Volatility
transmission between Japan, UK and
USA
in daily stock returns
Tanizaki, Hisashi
;
Hamori, Shigeyuki
- In:
Empirical economics : a journal of the Institute for …
36
(
2009
)
1
,
pp. 27-54
Persistent link: https://www.econbiz.de/10003804532
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10
Autoregressive models with time-varying parameters and applications to financial time series
Liu, Haiyan
-
2003
Persistent link: https://www.econbiz.de/10003628461
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