search query: @freeterm GARCH / total: 9
references: 1-9 / 9
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1.
Firm size and volatility analysis in the Spanish stock market
European Journal of Finance
2011 : AUG-SEP, VOL. 17:7-8, p. 695-715
 2011 Chuliá, H.
Torró, H.
2.
Estimating stochastic volatility models using integrated nested Laplace approximations
European Journal of Finance
2011 : AUG-SEP, VOL. 17:7-8, p. 487-503
 2011 Martino, S. (et al.)
3.
Forecasting the weekly time-varying beta of UK firms: GARCH models vs. Kalman filter method
European Journal of Finance
2009 : APR-JUN, VOL. 15:3-4, p. 437-444
 2009 Choudhry, T.
Wu, H.
4.
Heterogeneity effects from market interventions
European Journal of Finance
2004 : OCT, VOL. 10:5, p. 412-436
 2004 Aktas, N.
Bodt, E. De
Levasseur, M.
5.
Information criteria for GARCH model selection
European Journal of Finance
2003 : DEC, VOL. 9:6, p. 557-580
 2003 Brooks, C.
Burke, S. P.
6.
The performance of alternative valuation models in the OTC currency options market
Journal of International Money and Finance
2003 : FEB, VOL. 22:1, p. 33-64
 2003 Bollen, N.P.B.
Raisel, E.
7.
Pre-announcement effects, news effects, and volatility: monetary policy and the stock market
Journal of Banking and Finance
2003 : JAN, VOL. 27:1, p. 133-151
 2003 Bomfim, A. N.
8.
Race to the center: competition for the Nikkei 225 futures trade
Journal of Empirical Finance
2001 : JUL, VOL. 8:3, p. 219-242
 2001 Ito, T.
Lin, W.-L.
9.
The effects of trading activity on market volatility
The European Journal of Finance
2000 : JUN, VOL. 6:2, p. 163-175
 2000 Gallo, G. M.
Pacini, B.
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