Stock Return Volatility on Emerging Eastern European Markets
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Citations
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Cited by:
- Charemza, Wojciech W. & Majerowska, Ewa, 2000.
"Regulation of the Warsaw Stock Exchange: The portfolio allocation problem,"
Journal of Banking & Finance, Elsevier, vol. 24(4), pages 555-576, April.
- Wojciech W. Charemza & Ewa Majerowska, "undated". "Regulation of the Warsaw Stock Exchange: The Portfolio Allocation Problem," Discussion Papers in European Economics 98/1, Division of Economics, School of Business, University of Leicester.
- Jondeau, E. & Rockinger, M., 1999.
"The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets,"
Working papers
66, Banque de France.
- ROCKINGER, Michael & JONDEAU, Eric, 1999. "The Tail Behavior of Stock Returns: Emerging versus Mature Markets," HEC Research Papers Series 668, HEC Paris.
- Erginbay UGURLU, 2014. "Forecasting Volatility: Evidence from the Bucharest Stock Exchange," International Conference on Economic Sciences and Business Administration, Spiru Haret University, vol. 1(1), pages 302-310, December.
- Ekaterini Tsouma, 2007. "Stock return dynamics and stock market interdependencies," Applied Financial Economics, Taylor & Francis Journals, vol. 17(10), pages 805-825.
- Dmitry Kulikov, 2012. "Testing for Rational Speculative Bubbles on the Estonian Stock Market," Research in Economics and Business: Central and Eastern Europe, Tallinn School of Economics and Business Administration, Tallinn University of Technology, vol. 4(1).
- Kovačić, Zlatko, 2007. "Forecasting volatility: Evidence from the Macedonian stock exchange," MPRA Paper 5319, University Library of Munich, Germany.
- Kalvinder Shields, 1997.
"Threshold Modelling of Stock Return Volatility on Eastern European Markets,"
Economic Change and Restructuring, Springer, vol. 30(2), pages 107-125, May.
- Shields, Kalvinder K, 1997. "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 107-125.
- Ngo Thai Hung, 2021. "Volatility Behaviour of the Foreign Exchange Rate and Transmission Among Central and Eastern European Countries: Evidence from the EGARCH Model," Global Business Review, International Management Institute, vol. 22(1), pages 36-56, February.
- Ewa Majerowska, "undated". "Validity of the optimal portfolio allocation model with price constraints on the example of the Warsaw Stock Exchange," Discussion Papers in European Economics 99/5, Division of Economics, School of Business, University of Leicester.
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