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2008 UNSW Time-Varying Correlation & Volatility Symposium (Archive)

2,388 Total downloads | Link to this page

Viewing: 1 - 11 of 11 papers


Asymmetric Volatility in the Gold Market

Posted: 22 May 2019 Last Revised: 22 May 2019
Accepted Paper Series
University of Western Australia - Business School

The Leverage Effect on Stock Returns

Number of pages: 34 Posted: 11 Oct 2010
Working Paper Series
University of Westminster - Westminster Business School, City University London - Sir John Cass Business SchoolQueen Mary University of London, University of Westminster - Business School and affiliation not provided to SSRN
Downloads 867

Do Size and Unobservable Company Factors Explain Stock Price Reversals?

Posted: 18 May 2010
Working Paper Series
Birmingham Business School and Birmingham Business School

Forecasting Shipping Freight Rates

Posted: 02 May 2010 Last Revised: 28 Nov 2011
Working Paper Series
Johannes Kepler University Linz

Asymmetry Effects in Chinese Stock Markets Volatility: A Generalized Additive Nonparametric Approach

Midwest Finance Association Conference, USA, February 2010
Number of pages: 35 Posted: 24 Nov 2009 Last Revised: 16 Mar 2010
Working Paper Series
Stockholm University
Downloads 131

Can Balanced and Income Mutual Funds Outperform the Stock Market? An Empirical Study in the Indian Context

Number of pages: 22 Posted: 26 Mar 2009
Working Paper Series
Venkateshwara Group of Institutions and All India Management Association
Downloads 270

Geometrical Loss Model

Number of pages: 37 Posted: 04 Feb 2009 Last Revised: 15 Jun 2016
Working Paper Series
Downloads 377

Hybrid Evolutionary Techniques for FX Arbitrage Prediction

Posted: 06 Jan 2009
Working Paper Series
University College London

Monitoring the Upsurge of Biofuels in Commodity Futures Markets

Number of pages: 24 Posted: 28 Oct 2008
Working Paper Series
Kyoto University - Graduate School of Advanced Integrated Studies in Human Survivability (GSAIS)
Downloads 253

Monthly Forecasts of Systematic Risk: An Evaluation

Number of pages: 33 Posted: 21 Nov 2007 Last Revised: 12 Sep 2010
Working Paper Series
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), UNSW Australia Business School, School of Banking and Finance and UNSW Business School, University of New South Wales
Downloads 247

Alternative Explanations of the Volatility Trend: Are They Really That Different?

Number of pages: 57 Posted: 17 Oct 2007 Last Revised: 20 Mar 2009
Working Paper Series
Simon Fraser University (SFU) - Beedie School of Business and Queensland University of Technology - School of Economics and Finance
Downloads 243