Measuring and testing the long-term impact of terrorist attacks on the US futures market

[PDF] researchgate.net

[PDF][PDF] Range volatility: A review of models and empirical studies

RY Chou, H Chou, N Liu - Handbook of financial econometrics …, 2015 - researchgate.net
The literature on range volatility modeling has been rapidly expanding due to its importance
and applications. This chapter provides alternative price range estimators and discusses …
被引用次数：50 相关文章 所有 3 个版本
[PDF] arxiv.org

Efficient modelling and forecasting with range based volatility models and its application

KH Ng, S Peiris, JS Chan, D Allen, KH Ng - The North American Journal of …, 2017 - Elsevier
This paper considers an alternative method for fitting CARR models using the combined
estimating functions (CEF) by showing its usefulness in applications in economics and …
被引用次数：13 相关文章 所有 8 个版本
[PDF] emerald.com

Terrorism and its impact on the stock market: broad results from Tunisia

G Saad - LBS Journal of Management & Research, 2024 - emerald.com
Purpose The purpose of this study is to investigate the impact of terrorist attacks on the
volatility and returns of the stock market in Tunisia. Design/methodology/approach The …
相关文章 所有 2 个版本
[PDF] academia.edu

[PDF][PDF] EFFICIENT MODELLING, FORECASTING AND APPLICATIONS OF RANGE BASED VOLATILITY MODELS IN FINANCIAL ECONOMICS

KH Ng, S Peiris, CSK Jennifer, KH Ng, D Allen - academia.edu
This paper considers an alternative method for fitting CARR models using combined
estimating functions (CEF) by showing its usefulness in applications in economics and …
相关文章 所有 2 个版本