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- 2023
-
Mark
The effect of uncertainty on stock market volatility and correlation
(
- Contribution to journal › Article
- 2021
-
Mark
Long- and short-run components of factor betas : Implications for stock pricing
(
- Contribution to journal › Article
- 2014
-
Mark
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
2014) In Working Paper / Department of Economics, School of Economics and Management, Lund University(
- Working paper/Preprint › Working paper
- 2011
-
Mark
Essays on Financial Market Volatility
2011)(
- Thesis › Doctoral thesis (monograph)
-
Mark
Modelling and Forecasting Short-Term Interest Rate Volatility: A Semiparametric Approach
(
- Contribution to journal › Article
- 2007
-
Mark
Asymmetry Effects in Chinese Stock Markets Volatility: A Generalized Additive Nonparametric Approach
2007)(
- Working paper/Preprint › Working paper