Stock Market Volatility - Chapman & Hall/CRC Finance Series
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Published By Chapman And Hall/CRC

9781420099546, 9781420099553

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Predictability of Risk Measures in International Stock Markets

Stock Market Volatility - Chapman & Hall/CRC Finance Series ◽

10.1201/9781420099553.sec3 ◽

2009 ◽

pp. 313-322

Author(s):

Turan Bali ◽

K Ozgur Demirtas

Keyword(s):

Stock Markets ◽

Risk Measures ◽

International Stock Markets

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Detecting and Exploiting Regime Switching ARCH Dynamics in U.S. Stock and Bond Returns

Stock Market Volatility - Chapman & Hall/CRC Finance Series ◽

10.1201/9781420099553.ch5 ◽

2009 ◽

pp. 91-133 ◽

Cited By ~ 2

Author(s):

Massimo Guidolin

Keyword(s):

Regime Switching ◽

Bond Returns

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GARCH Modeling of Stock Market Volatility

Stock Market Volatility - Chapman & Hall/CRC Finance Series ◽

10.1201/9781420099553.ch4 ◽

2009 ◽

pp. 71-90

Author(s):

Colm Kearney ◽

Rachael Carroll

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Garch Modeling

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Stock Market Volatility and Market Risk in Emerging Markets

Stock Market Volatility - Chapman & Hall/CRC Finance Series ◽

10.1201/9781420099553.ch30 ◽

2009 ◽

pp. 571-586

Author(s):

Rudra Sensarma ◽

Sumon Kumar Bhaumik ◽

Suchismita Bose

Keyword(s):

Stock Market ◽

Emerging Markets ◽

Market Risk ◽

Market Volatility ◽

Stock Market Volatility

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Forecasting Default Probability without Accounting Data

Stock Market Volatility - Chapman & Hall/CRC Finance Series ◽

10.1201/9781420099553.ch28 ◽

2009 ◽

pp. 535-556

Author(s):

Dean Fantazzini

Keyword(s):

Default Probability ◽

Accounting Data

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Do Tigers Care about Dragons? Spillovers in Returns and Volatility between Chinese Stock Markets

Stock Market Volatility - Chapman & Hall/CRC Finance Series ◽

10.1201/9781420099553.ch24 ◽

2009 ◽

pp. 457-481 ◽

Cited By ~ 1

Author(s):

Bartosz Gebka

Keyword(s):

Stock Markets ◽

Chinese Stock Markets

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News, Trading, and Stock Return Volatility

Stock Market Volatility - Chapman & Hall/CRC Finance Series ◽

10.1201/9781420099553.ch20 ◽

2009 ◽

pp. 377-403 ◽

Cited By ~ 1

Author(s):

Vladimir Zdorovtsov

Keyword(s):

Stock Return ◽

Return Volatility ◽

Stock Return Volatility

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Cross-Sectional Return Dispersions and Risk in Global Equity Markets

Stock Market Volatility - Chapman & Hall/CRC Finance Series ◽

10.1201/9781420099553.ch19 ◽

2009 ◽

pp. 361-376

Author(s):

Thomas Chiang

Keyword(s):

Equity Markets ◽

Cross Sectional ◽

Global Equity Markets

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Usage of Stock Index Options

Stock Market Volatility - Chapman & Hall/CRC Finance Series ◽

10.1201/9781420099553.ch18 ◽

2009 ◽

pp. 343-359

Author(s):

Rosa Cocozza

Keyword(s):

Stock Index ◽

Index Options

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Alternative to the Mean-Variance Asset Allocation Analysis

Stock Market Volatility - Chapman & Hall/CRC Finance Series ◽

10.1201/9781420099553.ch12 ◽

2009 ◽

pp. 231-253

Author(s):

Georges H√ºbner ◽

Michael Schyns ◽

yves Crama

Keyword(s):

Asset Allocation ◽

The Mean ◽

Mean Variance

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Stock Market Volatility - Chapman & Hall/CRC Finance SeriesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Chapman And Hall/CRC

Predictability of Risk Measures in International Stock Markets

Detecting and Exploiting Regime Switching ARCH Dynamics in U.S. Stock and Bond Returns

GARCH Modeling of Stock Market Volatility

Stock Market Volatility and Market Risk in Emerging Markets

Forecasting Default Probability without Accounting Data

Do Tigers Care about Dragons? Spillovers in Returns and Volatility between Chinese Stock Markets

News, Trading, and Stock Return Volatility

Cross-Sectional Return Dispersions and Risk in Global Equity Markets

Usage of Stock Index Options

Alternative to the Mean-Variance Asset Allocation Analysis

Stock Market Volatility - Chapman & Hall/CRC Finance Series
Latest Publications