Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Article
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Portfolio insurance using traded optionsRevista de Administração Contemporânea, 2001-12, Vol.5 (3), p.187-214 [Peer Reviewed Journal]Copyright Associação Nacional de Pós-Graduação e Pesquisa em Administração Sep-Dec 2001 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;ISSN: 1415-6555 ;ISSN: 1982-7849 ;EISSN: 1415-6555 ;EISSN: 1982-7849 ;DOI: 10.1590/S1415-65552001000300010Full text available |
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2 |
Material Type: Article
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Estimating Volatility Returns Using ARCH Models. An Empirical Case: The Spanish Energy MarketLecturas de economía, 2007-01, Vol.66 (66), p.251-276 [Peer Reviewed Journal]Copyright Universidad de Antioquia Jan/Jun 2007 ;This work is licensed under a Creative Commons Attribution 4.0 International License. ;ISSN: 0120-2596 ;EISSN: 2323-0622Full text available |
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3 |
Material Type: Article
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Stock returns and volatility: the Brazilian caseEconomia aplicada, 2007-07, Vol.11 (3), p.329-346 [Peer Reviewed Journal]Copyright Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto-USP, Dept de Economia Jul/Sep 2007 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;ISSN: 1413-8050 ;ISSN: 1980-5330 ;EISSN: 1980-5330 ;DOI: 10.1590/S1413-80502007000300001Full text available |
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4 |
Material Type: Article
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Eficiencia del mercado accionario Chileno: un enfoque dinámico usando test de volatilidadLecturas de economía, 2009-01, Vol.70 (70), p.39-61 [Peer Reviewed Journal]Copyright Universidad de Antioquia Jan/Jun 2009 ;This work is licensed under a Creative Commons Attribution 4.0 International License. ;LICENCIA DE USO: Los documentos a texto completo incluidos en Dialnet son de acceso libre y propiedad de sus autores y/o editores. Por tanto, cualquier acto de reproducción, distribución, comunicación pública y/o transformación total o parcial requiere el consentimiento expreso y escrito de aquéllos. Cualquier enlace al texto completo de estos documentos deberá hacerse a través de la URL oficial de éstos en Dialnet. Más información: https://dialnet.unirioja.es/info/derechosOAI | INTELLECTUAL PROPERTY RIGHTS STATEMENT: Full text documents hosted by Dialnet are protected by copyright and/or related rights. This digital object is accessible without charge, but its use is subject to the licensing conditions set by its authors or editors. Unless expressly stated otherwise in the licensing conditions, you are free to linking, browsing, printing and making a copy for your own personal purposes. All other acts of reproduction and communication to the public are subject to the licensing conditions expressed by editors and authors and require consent from them. Any link to this document should be made using its official URL in Dialnet. More info: https://dialnet.unirioja.es/info/derechosOAI ;ISSN: 0120-2596 ;EISSN: 2323-0622 ;DOI: 10.17533/udea.le.n70a2254Full text available |
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5 |
Material Type: Article
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Multivariate volatility models: an application to Ibovespa and Dow Jones industrialCuadernos de economía (Bogotá, Colombia), 2012-01, Vol.31 (56), p.301-320 [Peer Reviewed Journal]This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License. ;ISSN: 0121-4772 ;EISSN: 2248-4337Full text available |
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6 |
Material Type: Article
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Volumen y asimetría en los principales mercados accionarios latinoamericanosLecturas de economía, 2012-01, Vol.76 (76), p.119-141 [Peer Reviewed Journal]COPYRIGHT 2012 Universidad de Antioquia, Departamento de Economia ;Copyright Universidad de Antioquia Jan/Jun 2012 ;This work is licensed under a Creative Commons Attribution 4.0 International License. ;LICENCIA DE USO: Los documentos a texto completo incluidos en Dialnet son de acceso libre y propiedad de sus autores y/o editores. Por tanto, cualquier acto de reproducción, distribución, comunicación pública y/o transformación total o parcial requiere el consentimiento expreso y escrito de aquéllos. Cualquier enlace al texto completo de estos documentos deberá hacerse a través de la URL oficial de éstos en Dialnet. Más información: http://dialnet.unirioja.es/info/derechosOAI | INTELLECTUAL PROPERTY RIGHTS STATEMENT: Full text documents hosted by Dialnet are protected by copyright and/or related rights. This digital object is accessible without charge, but its use is subject to the licensing conditions set by its authors or editors. Unless expressly stated otherwise in the licensing conditions, you are free to linking, browsing, printing and making a copy for your own personal purposes. All other acts of reproduction and communication to the public are subject to the licensing conditions expressed by editors and authors and require consent from them. Any link to this document should be made using its official URL in Dialnet. More info: http://dialnet.unirioja.es/info/derechosOAI ;ISSN: 0120-2596 ;EISSN: 2323-0622 ;DOI: 10.17533/udea.le.n76a12813Full text available |
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7 |
Material Type: Article
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The relationship between market sentiment index and stock rates of return: a panel data analysisBAR, Brazilian administration review, 2012-06, Vol.9 (2), p.189-210 [Peer Reviewed Journal]Copyright Associação Nacional de Pós-Graduação e Pesquisa em Administração Apr-Jun 2012 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;ISSN: 1807-7692 ;EISSN: 1807-7692 ;DOI: 10.1590/S1807-76922012000200005Full text available |
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8 |
Material Type: Article
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Measuring spill-over effects of foreign markets on the JSE before, during and after international financial crisesSouth African journal of economic and management sciences, 2013-01, Vol.16 (4), p.418-434 [Peer Reviewed Journal]Copyright University of Pretoria, Faculty of Economic & Management Sciences 2013 ;This work is licensed under a Creative Commons Attribution-NonCommercial 3.0 International License. ;ISSN: 1015-8812 ;ISSN: 2222-3436 ;EISSN: 2222-3436 ;DOI: 10.4102/sajems.v16i4.384Full text available |
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9 |
Material Type: Article
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PRUEBA DE EFICIENCIA DÉBIL EN EL MERCADO ACCIONARIO COLOMBIANOSemestre económico, 2014-01, Vol.17 (35), p.13-42 [Peer Reviewed Journal]Copyright Semestre Economico Jan-Jun 2014 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;LICENCIA DE USO: Los documentos a texto completo incluidos en Dialnet son de acceso libre y propiedad de sus autores y/o editores. Por tanto, cualquier acto de reproducción, distribución, comunicación pública y/o transformación total o parcial requiere el consentimiento expreso y escrito de aquéllos. Cualquier enlace al texto completo de estos documentos deberá hacerse a través de la URL oficial de éstos en Dialnet. Más información: https://dialnet.unirioja.es/info/derechosOAI | INTELLECTUAL PROPERTY RIGHTS STATEMENT: Full text documents hosted by Dialnet are protected by copyright and/or related rights. This digital object is accessible without charge, but its use is subject to the licensing conditions set by its authors or editors. Unless expressly stated otherwise in the licensing conditions, you are free to linking, browsing, printing and making a copy for your own personal purposes. All other acts of reproduction and communication to the public are subject to the licensing conditions expressed by editors and authors and require consent from them. Any link to this document should be made using its official URL in Dialnet. More info: https://dialnet.unirioja.es/info/derechosOAI ;ISSN: 0120-6346 ;EISSN: 2248-4345Full text available |
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10 |
Material Type: Article
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Aspects of volatility targeting for South African equity investorsSouth African journal of economic and management sciences, 2014-01, Vol.17 (5), p.691-699 [Peer Reviewed Journal]Copyright University of Pretoria, Faculty of Economic & Management Sciences 2014 ;This work is licensed under a Creative Commons Attribution 4.0 International License. ;ISSN: 1015-8812 ;ISSN: 2222-3436 ;EISSN: 2222-3436 ;DOI: 10.4102/sajems.v17i5.662Full text available |
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11 |
Material Type: Article
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Examining mean-volatility spillovers across national stock marketsJournal of Economics, Finance and Administrative Science, 2014-06, Vol.19 (36), p.55-62 [Peer Reviewed Journal]2013 Universidad ESAN ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;ISSN: 2218-0648 ;ISSN: 2077-1886 ;EISSN: 2077-1886 ;DOI: 10.1016/j.jefas.2014.01.001Digital Resources/Online E-Resources |
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12 |
Material Type: Article
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A NEW MULTIVARIATE NONLINEAR MODEL TO HANDLE THE VOLATILITY TRANSMISSIONSouth African journal of industrial engineering, 2014-11, Vol.25 (3), p.140-153 [Peer Reviewed Journal]Copyright South African Institute for Industrial Engineering Nov 2014 ;This work is licensed under a Creative Commons Attribution-NonCommercial 3.0 International License. ;ISSN: 2224-7890 ;ISSN: 1012-277X ;EISSN: 2224-7890 ;DOI: 10.7166/25-3-821Full text available |
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13 |
Material Type: Article
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Central Bank Communication Affects the Term-Structure of Interest RatesRevista Brasileira de Economia, 2015, Vol.69 (2), p.147-162 [Peer Reviewed Journal]Copyright Fundação Getulio Vargas 2015 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;ISSN: 0034-7140 ;ISSN: 1806-9134 ;EISSN: 1806-9134 ;DOI: 10.5935/0034-7140.20150007Full text available |
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14 |
Material Type: Article
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Interdependencia de mercados y transmisión de volatilidad en LatinoaméricaInnovar : revista de ciencias administrativas y sociales, 2015-01, Vol.25 (55), p.157-170 [Peer Reviewed Journal]Copyright Universidad Nacional de Colombia 2015 ;This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License. ;ISSN: 0121-5051 ;EISSN: 2248-6968 ;DOI: 10.15446/innovar.v25n55.47231Full text available |
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15 |
Material Type: Article
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Volatility dependence structure between the Mexican Stock Exchange and the World Capital MarketInvestigación económica, 2015-07, Vol.74 (293), p.69-97 [Peer Reviewed Journal]This work is licensed under a Creative Commons Attribution-NonCommercial 3.0 International License. ;ISSN: 0185-1667 ;EISSN: 2594-2360 ;DOI: 10.1016/j.inveco.2015.06.001Digital Resources/Online E-Resources |
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16 |
Material Type: Article
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APPLICATION OF A SHORT MEMORY MODEL WITH RANDOM LEVEL SHIFTS TO THE VOLATILITY OF LATIN AMERICAN STOCK MARKET RETURNSLatin american journal of economics, 2015-11, Vol.52 (2), p.185-211 [Peer Reviewed Journal]COPYRIGHT 2015 Pontificia Universidad Catolica de Chile, Instituto de Economia ;Copyright Pontificia Universidad Católica de Chile, Centro de Estudios de Literatura Chilena Nov 2015 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;ISSN: 0719-0425 ;ISSN: 0719-0433 ;EISSN: 0719-0433 ;DOI: 10.7764/LAJE.52.2.185Full text available |
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17 |
Material Type: Article
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The British commercial houses in Peru and Chile between the two world wars: Success and failureEstudios de Economía, 2015-12, Vol.42 (2), p.93-119 [Peer Reviewed Journal]Copyright Estudios de Economia Dec 2015 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;LICENCIA DE USO: Los documentos a texto completo incluidos en Dialnet son de acceso libre y propiedad de sus autores y/o editores. Por tanto, cualquier acto de reproducción, distribución, comunicación pública y/o transformación total o parcial requiere el consentimiento expreso y escrito de aquéllos. Cualquier enlace al texto completo de estos documentos deberá hacerse a través de la URL oficial de éstos en Dialnet. Más información: https://dialnet.unirioja.es/info/derechosOAI | INTELLECTUAL PROPERTY RIGHTS STATEMENT: Full text documents hosted by Dialnet are protected by copyright and/or related rights. This digital object is accessible without charge, but its use is subject to the licensing conditions set by its authors or editors. Unless expressly stated otherwise in the licensing conditions, you are free to linking, browsing, printing and making a copy for your own personal purposes. All other acts of reproduction and communication to the public are subject to the licensing conditions expressed by editors and authors and require consent from them. Any link to this document should be made using its official URL in Dialnet. More info: https://dialnet.unirioja.es/info/derechosOAI ;ISSN: 0718-5286 ;ISSN: 0304-2758 ;EISSN: 0718-5286 ;DOI: 10.4067/S0718-52862015000200005Full text available |
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18 |
Material Type: Article
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The new hybrid value at risk approach based on the extreme value theoryEstudios de Economía, 2016-06, Vol.43 (1), p.29-52 [Peer Reviewed Journal]Copyright Estudios de Economia Jun 2016 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;LICENCIA DE USO: Los documentos a texto completo incluidos en Dialnet son de acceso libre y propiedad de sus autores y/o editores. Por tanto, cualquier acto de reproducción, distribución, comunicación pública y/o transformación total o parcial requiere el consentimiento expreso y escrito de aquéllos. Cualquier enlace al texto completo de estos documentos deberá hacerse a través de la URL oficial de éstos en Dialnet. Más información: https://dialnet.unirioja.es/info/derechosOAI | INTELLECTUAL PROPERTY RIGHTS STATEMENT: Full text documents hosted by Dialnet are protected by copyright and/or related rights. This digital object is accessible without charge, but its use is subject to the licensing conditions set by its authors or editors. Unless expressly stated otherwise in the licensing conditions, you are free to linking, browsing, printing and making a copy for your own personal purposes. All other acts of reproduction and communication to the public are subject to the licensing conditions expressed by editors and authors and require consent from them. Any link to this document should be made using its official URL in Dialnet. More info: https://dialnet.unirioja.es/info/derechosOAI ;ISSN: 0718-5286 ;ISSN: 0304-2758 ;EISSN: 0718-5286 ;DOI: 10.4067/s0718-52862016000100002Full text available |
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19 |
Material Type: Article
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An examination of short-run performance of IPOs using Extreme Bounds AnalysisEstudios de Economía, 2016-06, Vol.43 (1), p.71-95 [Peer Reviewed Journal]Copyright Estudios de Economia Jun 2016 ;This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License. ;LICENCIA DE USO: Los documentos a texto completo incluidos en Dialnet son de acceso libre y propiedad de sus autores y/o editores. Por tanto, cualquier acto de reproducción, distribución, comunicación pública y/o transformación total o parcial requiere el consentimiento expreso y escrito de aquéllos. Cualquier enlace al texto completo de estos documentos deberá hacerse a través de la URL oficial de éstos en Dialnet. Más información: https://dialnet.unirioja.es/info/derechosOAI | INTELLECTUAL PROPERTY RIGHTS STATEMENT: Full text documents hosted by Dialnet are protected by copyright and/or related rights. This digital object is accessible without charge, but its use is subject to the licensing conditions set by its authors or editors. Unless expressly stated otherwise in the licensing conditions, you are free to linking, browsing, printing and making a copy for your own personal purposes. All other acts of reproduction and communication to the public are subject to the licensing conditions expressed by editors and authors and require consent from them. Any link to this document should be made using its official URL in Dialnet. More info: https://dialnet.unirioja.es/info/derechosOAI ;ISSN: 0718-5286 ;ISSN: 0304-2758 ;EISSN: 0718-5286 ;DOI: 10.4067/S0718-52862016000100004Full text available |
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20 |
Material Type: Article
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Variance Premium and Implied Volatility in a Low-Liquidity Option MarketRevista Brasileira de Economia, 2017, Vol.71 (1), p.3-28 [Peer Reviewed Journal]Copyright Fundação Getulio Vargas 2017 ;This work is licensed under a Creative Commons Attribution 4.0 International License. ;ISSN: 0034-7140 ;ISSN: 1806-9134 ;EISSN: 1806-9134 ;DOI: 10.5935/0034-7140.20170001Full text available |