#WARSOW STOCK EXCHANGE HOW TO#
See general information about how to correct material in RePEc.įor technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact. When requesting a correction, please mention this item's handle: RePEc:ces:ceswps:_1570. You can help correct errors and omissions. 17(1), pages 138-156, January.Īll material on this site has been provided by the respective publishers and authors. Journal of Empirical Finance, Elsevier, vol. " Modeling and forecasting stock return volatility using a random level shift model," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. " Beating the Random Walk: Intraday Seasonality and Volatility in a Developing Stock Market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. " Daily volatility forecasts: reassessing the performance of GARCH models," " Modeling and forecasting crude oil markets using ARCH-type models,"Įnergy Policy, Elsevier, vol. " On the persistence and volatility in European, American and Asian stocks bull and bear markets,"ġ2/2013, Navarra Center for International Development, University of Navarra. Luis Alberiko Gil-Alaña & Olanrewaju L." Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study," Conrad, Christian & Karanasos, Menelaos & Zeng, Ning, 2011.Quantitative Finance, Taylor & Francis Journals, vol. " Long-memory in high-frequency exchange rate volatility under temporal aggregation," Diebold, 2012.ġ8084, National Bureau of Economic Research, Inc.Ģ011-37, Department of Economics and Business Economics, Aarhus University. Diebold, 2011.ġ1-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1127-1220, Handbook of the Economics of Finance, in: G.M. " Financial Risk Measurement for Financial Risk Management," & Bollerslev, Tim & Christoffersen, Peter F. switching regime,"Įmerging Markets Review, Elsevier, vol. " The Tunisian stock market index volatility: Long memory vs. Charfeddine, Lanouar & Ajmi, Ahdi Noomen, 2013.Journal of Applied Statistics, Taylor & Francis Journals, vol. " More on the volatility-trading volume relationship in emerging markets: The Chinese stock market," Loredana Ureche-Rangau & Quiterie de Rorthays, 2009." Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility,"Īsia-Pacific Financial Markets, Springer Japanese Association of Financial Economics and Engineering, vol. Monash Econometrics and Business Statistics Working Papersĥ/04, Monash University, Department of Econometrics and Business Statistics. " Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures," & Labys, Paul, 2002.Ġ2-12, Duke University, Department of Economics.Ĩ160, National Bureau of Economic Research, Inc. Diebold & Paul Labys, 2001.Ĭenter for Financial Institutions Working PapersĠ1-01, Wharton School Center for Financial Institutions, University of Pennsylvania. " Modeling and Forecasting Realized Volatility,"Įconometrica, Econometric Society, vol.
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" Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market,"Īpplied Financial Economics, Taylor & Francis Journals, vol. Folia Oeconomica nr 192/2005 - Issues in Modeling, Forecasting and Decision-Making in Financial Markets, edition 1, volume 127, chapter 7, pages 115-127, " The Warsaw Stock Exchange Index WIG: Modeling and Forecasting,"įindEcon Chapters: Forecasting Financial Markets and Economic Decision-Making, in: Władysław Milo & Piotr Wdowiński (ed.), Acta Universitatis Lodziensis. Piotr Wdowiński & Aneta Zglińska-Pietrzak, 2005.These are the items that most often cite the same works as this one and are cited by the same works as this one.
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