Results 291 to 295 of about 505,642 (295)

Selection Criteria in Regime Switching Conditional Volatility Models

Econometrics, 2015
Thomas Chuffart
exaly  

Conditional Volatility of Equity Real Estate Investment Trust Returns: A Pre- and Post-1993 Comparison

Journal of Real Estate Finance and Economics, 2007
Riza Emekter, Robert D Campbell
exaly  

Modelling persistence in conditional volatility of asset returns

Afro-Asian Journal of Finance and Accounting, 2017
exaly  

Essays on conditional volatility in asset returns

1994
openaire   +1 more source

Combining conditional volatility forecasts using neural networks: an application to the EMS exchange rates

Journal of International Financial Markets, Institutions and Money, 1999
exaly