✦ LIBER ✦

The dynamic interaction between volatility and returns in the US stock market using leveraged bootstrap simulations

✍ Scribed by Abdulnasser Hatemi-J; Manuchehr Irandoust

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Return and volatility linkages between t

✍ Dirk Baur; Robert C. Jung 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 191 KB

The relationship between stock returns a

✍ Qi Li; Jian Yang; Cheng Hsiao; Young-Jae Chang 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 176 KB

Volatility clustering, leverage effects,

✍ Elton Daal; Atsuyuki Naka; Jung-Suk Yu 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 328 KB

Volatility clustering, leverage effects,

✍ Elton Daal; Atsuyuki Naka; Jung-Suk Yu 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 328 KB

The interaction and volatility asymmetry

✍ Yin-Hua Yeh; Tsun-Siou Lee 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 192 KB

Spillovers of stock return volatility to

✍ Tatsuyoshi Miyakoshi 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 309 KB