A geometric treatment of time-varying volatilities (English)
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- New search for: Han, Chulwoo
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- New search for: Park, Frank C.
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- New search for: Han, Chulwoo
- Further information on Han, Chulwoo:
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In:
Review of Quantitative Finance and Accounting
;
49
, 4
; 1121-1141
;
2017
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ISSN:
- Article (Journal) / Electronic Resource
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Title:A geometric treatment of time-varying volatilities
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Contributors:
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Published in:Review of Quantitative Finance and Accounting ; 49, 4 ; 1121-1141
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Publisher:
- New search for: Springer US
- New search for: Springer
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Place of publication:Dordrecht [u.a.]
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Publication date:2017
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ISSN:
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ZDBID:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
- New search for: 85.30$jInvestition$jFinanzierung / 85.25 / 85.30 / 85.25$jBetriebliches Rechnungswesen / 85.00 / 85.00$jBetriebswirtschaft: Allgemeines
- Further information on Basic classification
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Keywords:
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Classification:
BKL: 85.30$jInvestition$jFinanzierung / 85.25 Betriebliches Rechnungswesen / 85.30 Investition, Finanzierung / 85.25$jBetriebliches Rechnungswesen / 85.00 Betriebswirtschaft: Allgemeines / 85.00$jBetriebswirtschaft: Allgemeines Local classification FBW: oek 8125 / oek 8375 -
Source:
Table of contents – Volume 49, Issue 4
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 885
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Cash holdings and the bargaining power of R&D-intensive targetsUpadhyay, Arun / Zeng, Hongchao et al. | 2016
- 925
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The impact of firm ownership, board monitoring on operating performance of Chinese mergers and acquisitionsBoateng, Agyenim / Bi, XiaoGang / Brahma, Sanjukta et al. | 2016
- 949
-
Copula-based factor model for credit risk analysisLu, Meng-Jou / Chen, Cathy Yi-Hsuan / Härdle, Wolfgang Karl et al. | 2016
- 973
-
Investigating the valuation effects of reverse takeovers: evidence from EuropeDasilas, Apostolos / Grose, Chris / Talias, Michael A. et al. | 2016
- 1005
-
CEO ability heterogeneity, board’s recruiting ability and credit riskChen, Tsung-Kang / Liao, Hsien-Hsing / Chen, Wen-Hsuan et al. | 2017
- 1041
-
Value creation and the probability of success in merger and acquisition transactionsAlhenawi, Yasser / Stilwell, Martha et al. | 2017
- 1087
-
What’s in the news? The ambiguity of the information content of index reconstitutions in GermanyBasse Mama, Houdou / Mueller, Stefan / Pape, Ulrich et al. | 2017
- 1121
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A geometric treatment of time-varying volatilitiesHan, Chulwoo / Park, Frank C. / Kang, Jangkoo et al. | 2017
- 1143
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Earnings quality and the heterogeneous relation between earnings and stock returnsIsidro, Helena / Dias, José G. et al. | 2017
- 1167
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Order cancellations across investor groups: evidence from an emerging order-driven marketChiao, Chaoshin / Wang, Zi-May / Tong, Shiau-Yuan et al. | 2017