Pages that link to "Item:Q4304473"
From MaRDI portal
The following pages link to Modelling and testing for market volatility (Q4304473):
Displaying 11 items.
- Nonlinear dynamics of the Nikkei stock average futures (Q1000383) (← links)
- Bayesian testing for non-linearity in volatility modeling (Q1010548) (← links)
- Nonlinear modelling and forecasting of S\& P 500 volatility (Q1614020) (← links)
- The uncertainties about the relationships risk-return-volatility in the Spanish stock market (Q2430228) (← links)
- VOLATILITY EFFECTS ON THE ESCAPE TIME IN FINANCIAL MARKET MODELS (Q3619056) (← links)
- Modelling exchange rate volatility (Q4346484) (← links)
- A variance frontier model of market volatility: an empirical application (Q4848440) (← links)
- Adjustment costs in mean-variance efficiency analysis (Q4883834) (← links)
- Testing for changing volatility (Q5084375) (← links)
- Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) (← links)
- Modeling market impact and timing risk in volume time (Q5420710) (← links)