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Inflation and stock returns, [part] II

Azar, Samih Antoine - In: International journal of economics and finance 6 (2014) 1, pp. 208-216

Persistent link: https://www.econbiz.de/10010237306

The influence of systematic risk factors and econometric adjustments in catastrophic event studies

Cam, Marie-Anne; Ramiah, Vikash - In: Review of quantitative finance and accounting 42 (2014) 2, pp. 171-189

Persistent link: https://www.econbiz.de/10010391717

Equity return modeling and prediction using hybrid ARIMA-GARCH model

Sun, Kaiying - In: International journal of financial research 8 (2017) 3, pp. 154-161

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Time-varying dependence between stock and government bond returns : international evidence with dynamic copulas

Jammazi, Rania; Tiwari, Aviral Kumar; Ferrer, Román; … - In: The North American journal of economics and finance : a … 33 (2015), pp. 74-93

Persistent link: https://www.econbiz.de/10011534370

Monetary stability and stock returns : a bivariate generalized autoregressive conditional heteroscedasticity modelling study

Zeng, Ning - In: Business and Economic Research : BER 5 (2015) 2, pp. 1-22

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Monetary stability and stock returns : a bivariate generalized autoregressive conditional heteroscedasticity modelling study

Zeng, Ning - In: Inventi impact: emerging economies (2015) 4, pp. 234-255

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Are short term stock asset returns predictable? : an extended empirical analysis

Mazzoni, Thomas - 2010

Persistent link: https://www.econbiz.de/10003977437

Modeling latent variables in economics and finance

Bluteau, Keven - 2019

my first essay, I tackle the evaluation of volatility models which allow for (latent) structural breaks. It is of utmost … importance to capture these breaks in a timely manner, as a precise measure of volatility is crucial for optimal decision … management. However, no empirical study has been done to evaluate the overall performance of volatility model considering …

Persistent link: https://www.econbiz.de/10012055679

The application of multivariate GARCH models to turbulent financial markets

Zahnd, Edy - 2002 - Als Ms. gedr.

Persistent link: https://www.econbiz.de/10001659873

Are there return and volatility spillovers from major bank stocks to the national stock market in the UK?

Dontis-Charitos, Panagiotis; Gough, Orla; Nowman, Kalid Ben - In: Global banking, financial markets and crises, (pp. 243-268). 2013

Persistent link: https://www.econbiz.de/10010231076