Browsing by Subject GARCH
Showing results 1 to 6 of 6
Issue Date | Title | Author(s) |
---|---|---|
2018 | Essays on modelling house prices | Wang, Yuefeng |
2012 | The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis | Moore, T |
2017 | International portfolio flows and exchange rate volatility in emerging Asian markets | Caporale, GM; Menla Ali, F; Spagnolo, F; Spagnolo, N |
2012 | Risk and seasonal effects: International evidence | Chen, Q |
2009 | Sudden changes in volatility: The case of five central European stock markets | Moore, T |
2009 | The volatility spillover from the market to disaggregated industry stocks: the case for the US and UK | Moore, T |