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

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Viewing: 1 - 11 of 11 papers

1.

Asymmetric Volatility in the Gold Market

Number of pages: 29 Posted: 22 Dec 2009 Last Revised: 04 Apr 2011
Working Paper Series
University of Western Australia - Business School
Downloads 1,029
2.

The Leverage Effect on Stock Returns

Number of pages: 34 Posted: 11 Oct 2010
Working Paper Series
University of Westminster - Westminster Business School, Queen Mary University of London, University of Westminster - Business School and affiliation not provided to SSRN
Downloads 734
3.

Geometrical Loss Model

Number of pages: 37 Posted: 04 Feb 2009 Last Revised: 15 Jun 2016
Working Paper Series
affiliation not provided to SSRN
Downloads 369
4.

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
Career Point University and All India Management Association
Downloads 252
5.

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 236
6.

Monthly Forecasts of Systematic Risk: An Evaluation

Number of pages: 33 Posted: 21 Nov 2007 Last Revised: 12 Sep 2010
Working Paper Series
affiliation not provided to SSRN, UNSW Australia Business School, School of Banking and Finance and UNSW Business School, University of New South Wales
Downloads 236
7.

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 225
8.

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, Business School
Downloads 115
9.

Do Size and Unobservable Company Factors Explain Stock Price Reversals?

Posted: 18 May 2010
Working Paper Series
Birmingham Business School and Birmingham Business School
10.

Forecasting Shipping Freight Rates

Posted: 02 May 2010 Last Revised: 28 Nov 2011
Working Paper Series
Johannes Kepler University Linz
11.

Hybrid Evolutionary Techniques for FX Arbitrage Prediction

Posted: 06 Jan 2009
Working Paper Series
University College London