Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject volatility
Showing results 1 to 8 of 8
| Issue Date | Title | Author(s) |
|---|---|---|
| 1-Jan-2023 | The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility: A Two-Stage DCC-EGARCH Model Analysis | Ampountolas, A |
| 12-Nov-2019 | Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis | Babalos, V; Caporale, GM; Spagnolo, N |
| 1-Jan-2018 | Long Memory in UK Real GDP, 1851-2013: an ARFIMA-FIGARCH Analysis | Caporale, GM; Skare, M |
| 2022 | Models of Option Pricing | Shao, J; Joseph, N; El-Masry, A |
| 22-Mar-2024 | Persistence in European Stock Market Returns and Volatility | Caporale, GM; Rubio-Bezares, A; Gil-Alana, LA |
| Feb-2025 | US Futures Markets Interconnectedness During Crisis Periods | Almajali, A; Kartsaklas, A |
| 23-May-2024 | US Municipal Green Bonds and Financial Integration | Caporale, GM; Spagnolo, N |
| 30-Jun-2019 | Volatility Persistence In The Russian Stock Market | Caporale, GM; Gil-Alana, LA; Tripathy, T |