Browsing by Subject volatility

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Showing results 1 to 8 of 8
Issue DateTitleAuthor(s)
1-Jan-2023The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility: A Two-Stage DCC-EGARCH Model AnalysisAmpountolas, A
12-Nov-2019Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean AnalysisBabalos, V; Caporale, GM; Spagnolo, N
1-Jan-2018Long Memory in UK Real GDP, 1851-2013: an ARFIMA-FIGARCH AnalysisCaporale, GM; Skare, M
2022Models of Option PricingShao, J; Joseph, N; El-Masry, A
22-Mar-2024Persistence in European Stock Market Returns and VolatilityCaporale, GM; Rubio-Bezares, A; Gil-Alana, LA
Feb-2025US Futures Markets Interconnectedness During Crisis PeriodsAlmajali, A; Kartsaklas, A
23-May-2024US Municipal Green Bonds and Financial IntegrationCaporale, GM; Spagnolo, N
30-Jun-2019Volatility Persistence In The Russian Stock MarketCaporale, GM; Gil-Alana, LA; Tripathy, T