On the Predictability of the Stock Market Volatility: Does History Matter?
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Bibliographic InfoArticle provided by European Financial Management Association in its journal European Financial Management.
Volume (Year): 4 (1998)
Issue (Month): 3 ()
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=1354-7798
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- Isakov, D. & Perignon, C., 1999.
"Evolution of Market Uncertainty around Earnings Announcements,"
99.12, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
- Isakov, Dusan & Perignon, Christophe, 2001. "Evolution of market uncertainty around earnings announcements," Journal of Banking & Finance, Elsevier, vol. 25(9), pages 1769-1788, September.
- Dušan Isakov & Christophe Pérignon, 2000. "Evolution of Market Uncertainty around Earnings Announcements," FAME Research Paper Series rp15, International Center for Financial Asset Management and Engineering.
- Marcos Souto & Theodore M. Barnhill, 2007. "Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, Under Which Brazilian Banks Operate," IMF Working Papers 07/290, International Monetary Fund.
- Ibrahim, Boulis Maher & Brzeszczynski, Janusz, 2009. "Inter-regional and region-specific transmission of international stock market returns: The role of foreign information," Journal of International Money and Finance, Elsevier, vol. 28(2), pages 322-343, March.
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