Univariate and bivariate volatility in Central European stock markets

Guardado en:

Detalles Bibliográficos
Autor principal:	Boţoc, Claudiu
Formato:	Capítulo de libro
Lenguaje:	inglés
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

View in EUBA Opac

Ejemplares similares: Univariate and bivariate volatility in Central European stock markets

Vista rápida
Bivariate threshold methods for extrems.
Vista rápida
Volatility and dynamic conditional correlations of European emerging stock markets
Vista rápida
Stock Market Volatility and Corporate Investment
Vista rápida
Volatility Regimes in Stock Market Linkages
Vista rápida
Modelling Stock Market Volatility and Attention
Vista rápida
Univariate discrete distributions
Vista rápida
Continuous univariate distributions
Vista rápida
Continuous univariate distributions
Vista rápida
Trading Volume and Volatility of Stock Returns: Evidence from Some European and Asian Stock Markets
Vista rápida
Stock Markets Efficiency and Volatility Tests <A> Survey
Vista rápida
Networks of volatility spillovers among stock markets
Vista rápida
Networks of Volatility Spillovers Among Stock Markets
Vista rápida
Networks of Volatility Spillovers among Stock Markets
Vista rápida
Networks of volatility spillovers among stock markets
Vista rápida
Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance
Vista rápida
Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance
Vista rápida
Volatility Regimes of Selected Central European Stock Returns: A Markov Switching Garch Approach
Vista rápida
Volatility and Predictability in National Stock Markets How Do Emerging and Mature Markets Differ?
Vista rápida
Central and Eastern European stock exchanges under stress: a range-based volatility spillover framework
Vista rápida
Seasonality and the non-trading effect on Central European stock markets
Vista rápida
Copula Approach to Market Volatility and Technology Stocks Dependence
Vista rápida
Simulating bivariate stationary processes with scale-specific characteristics
Vista rápida
<To> What extent are stock returns driven by mean and volatility spillover effects?-evidence from eight european stock markets
Vista rápida
Attention and Volatility in Renewable Energy Stocks