Time-Varying Conditional Correlations and Volatilities of Stock Index Futures Returns

星级：  26 页

Correlated ARCH (CorrARCH) Modelling the time-varying conditional correlation between financial asset returns

星级：  20 页

Conditional heteroscedasticity with leverage effect in stock returns Evidence from the Chinese stock market

星级：  14 页

Learning about beta Time-varying factor loadings, expected returns, and the conditional CAPM

星级：  20 页

Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation

星级：  21 页

Conditional heteroscedasticity with leverage effect in stock returns Evidence from the Chinese stock market

星级：  14 页

The Conditional Distribution of Real Estate Returns Are Higher Moments Time Varying

星级：  21 页

Long-term dependence with asymmetric conditional heteroscedasticity in stock returns

星级：  12 页

Does conditional covariance or conditional variance explain time varying risk premia in foreign exchange returns

星级：  3 页