search query: @freeterm stochastic volatility / total: 3
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1.
Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques Time-varying beta risk of Pan-European industry portfolios: A comparison of alternative modeling techniques
European Journal of Finance
2008 : OCT-DEC, VOL. 14:7-8, p. 771-802
 2008 Mergner, S.
Bulla, J.
2.
Stochastic volatility in the Spanish stock market: A long memory model with a structural break
European Journal of Finance
2008 : JAN/FEB, VOL. 14:1-2, p. 23-31
 2008 Gil-Alana, L.A.
Cunado, J.
Gracia, F.P. de
3.
Risk, return and dividends
Journal of Financial Economics
2007 : JUL, VOL. 85:1, p. 1-38
 2007 Ang, A.
Liu, J.
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