Mar 30 2024 Costas Siriopoulos and Dionisis Philippas   Putting corona into hedge fund managers' head   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 11 2015 Prateek Sharma and Swati Sharma   Forecasting gains of robust realized variance estimators: evidence from European stock markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 26 2014 Marcelo Griebeler   Models for forecasting exchange rate volatility: a comparison between developed and emerging countries   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 24 2013 Elie I Bouri   Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 12 2012 Ahamada Ibrahim and Boutahar Mohamed   Power of the KPSS test against shift in variance: a further investigation.   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 24 2011 Marcelo Brutti Righi and Paulo Sergio Ceretta   Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 09 2011 Loredana Ureche-Rangau , Fabien Collado and Ulysse Galiay   The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 13 2011 Marcelo Brutti Righi and Paulo Sérgio Ceretta   Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 15 2011 Chaker Aloui Mr and Ben hamida Hela miss   Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case   Abstract  Contact Information  Citation  Full Text  -  Note   May 04 2009 Jim Lee   Food and Energy Prices in Core Inflation   Abstract  Contact Information  Citation  Full Text  -  Note