Forecasting stock index volatility with GARCH models: international evidence

By Sharma Prateek   Sharma Prateek  

Studies in Economics and Finance, Vol. 32, Iss. 4, 2015-10 ,pp. : 445-463

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Forecasting stock market volatility and the informational efficiency of the DAX-index options market

By Claessen Holger   Mittnik Stefan  

The European Journal of Finance, Vol. 8, Iss. 3, 2002-09 ,pp. : 302-321

Routledge Ltd

Access to resources Recommend Favorite

A Forecasting Model for Stock Market Diversity

By Audrino Francesco  

Annals of Finance, Vol. 3, Iss. 2, 2007-03 ,pp. : 213-240

Springer Publishing Company

Access to resources Recommend Favorite

Do banks’ buy and sell recommendations influence stock market volatility? Evidence from the German DAX30

By Hendricks Torben W.   Kempa Bernd   Pierdzioch Christian  

The European Journal of Finance, Vol. 18, Iss. 1, 2012-01 ,pp. : 29-39

Routledge Ltd

Access to resources Recommend Favorite

Volatility persistence and trading volume in an emerging futures market: Evidence from NSE Nifty stock index futures

By Pati Pratap Chandra   Rajib Prabina  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 11, Iss. 3, 2010-01 ,pp. : 296-309

Emerald Group Publishing Ltd

Access to resources Recommend Favorite