Properties of Cross-sectional Volatility
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hwang, Soosung & Salmon, Mark, 2004. "Market stress and herding," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 585-616, September.
- Soosung Hwang & Steve Satchell, 2005.
"GARCH model with cross-sectional volatility: GARCHX models,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 15(3), pages 203-216.
- Steve Satchell & Soosung Hwang, 2001. "GARCH Model with Cross-sectional Volatility; GARCHX Models," Working Papers wp01-16, Warwick Business School, Finance Group.
- Gregory Connor & Sheng Li, 2009. "Market Dispersion and the Profitability of Hedge Funds," Economics, Finance and Accounting Department Working Paper Series n2000109.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
More about this item
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wbs:wpaper:wp00-05. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rong Leng). General contact details of provider: http://edirc.repec.org/data/fewaruk.html .
We have no references for this item. You can help adding them by using this form .