Volatility measures as predictors of extreme returns☆.
- Published in:
- Review of Financial Economics, 2017, v. 35, p. 1, doi. 10.1016/j.rfe.2017.04.001
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- Publication type:
- Article
Works matching IS 10583300 AND DT 2017 AND VI 35
Results: 6
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2
Oil price shocks and volatility spillovers in the Nigerian sovereign bond market.
- Published in:
- Review of Financial Economics, 2017, v. 35, p. 57, doi. 10.1016/j.rfe.2017.03.003
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- Publication type:
- Article
3
Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data.
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- Review of Financial Economics, 2017, v. 35, p. 43, doi. 10.1016/j.rfe.2017.03.001
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- Publication type:
- Article
4
Trend in aggregate idiosyncratic volatility.
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- Review of Financial Economics, 2017, v. 35, p. 11, doi. 10.1016/j.rfe.2016.11.001
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- Publication type:
- Article
5
Tracing dynamic linkages and spillover effect between Pakistani and leading foreign stock markets.
- Published in:
- Review of Financial Economics, 2017, v. 35, p. 29, doi. 10.1016/j.rfe.2017.08.001
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- Publication type:
- Article
6
A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index.
- Published in:
- Review of Financial Economics, 2017, v. 35, p. 66, doi. 10.1016/j.rfe.2017.07.004
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- Publication type:
- Article