ISSN 0960-3107 (Print); ISSN 1466-4305 (Online)
Publisher: Routledge, part of the Taylor & Francis Group
Short patches of outliers, ARCH and volatility modelling
Franses, Philip Hans; Dijk, Dick van; Lucas, André
Modelling East Asian exchange rates: a Markov-switching approach
Caporale, Guglielmo Maria; Spagnolo, Nicola
The impact of stock index futures on the Korean stock market
Ryoo, Hyun-Jung; Smith, Graham
Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
McMillan, David G.; Speight, Alan E. H.
The importance of variance stationarity in economic time series modelling. A practical approach
Milionis, Alexandros E.
Is there a need for hedging exposure to foreign exchange risk?
Moosa, Imad A.
The profitability of daily stock market indices trades based on neural network predictions: case study for the S&P 500, the DAX, the TOPIX and the FTSE in the period 1965-1999
Jasic, Teo; Wood, Douglas