[Elsevier Oceanography Series] Building the European Capacity in Operational Oceanography, Proceedings of the Third International Conference on EuroGOOS Volume 69 || Contemporary problems of navigation safety and sea pollution in the Georgian Exclusive Economic Zone
- 作者Metreveli, George
- 文件大小132.15KB
- 发表时间2003
- DOI10.1016/s0422-9894(03)80090-9
- 页码562-563
Measuring persistence in stock market volatility using the FIGARCH approachBentes, Sónia R. · Physica A: Statistical Mechanics and its Applications · 2014
Relationship between implied volatility and the underlying in major international stock marketsR. Bentes, Sónia; Vaz, Sílvia · International Journal of Academic Research · 2013
On the long memory property of stock market volatility: an overviewR. Bentes, Sónia; Menezes, Rui · International Journal of Academic Research · 2012
Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?Sónia R. Bentes; Rui Menezes; Diana A. Mendes · 2008
On the asymmetric behaviour of stock market volatility: evidence from three countriesR. Bentes, Sónia; Menezes, Rui; B. Ferreira, Nuno · International Journal of Academic Research · 2013
On the relation between implied and realized volatility indices: Evidence from the BRIC countriesBentes, Sónia R. · Physica A: Statistical Mechanics and its Applications · 2017
A comparative analysis of the predictive power of implied volatility indices and GARCH forecasted volatilityBentes, Sónia R. · Physica A: Statistical Mechanics and its Applications · 2015
A FIGARCH approach to stock market volatility: evidence from Portugal, Ireland, Italy, Greece and SpainR. Bentes, Sónia; B. Ferreira, Nuno · International Journal of Academic Research · 2013
A Shannon–Tsallis transformationRufeil Fiori, E.; Plastino, A. · Physica A: Statistical Mechanics and its Applications · 2013
Optimal hedging via large deviationStutzer, Michael · Physica A: Statistical Mechanics and its Applications · 2013
Ideal gas provides -entropyBiró, T.S. · Physica A: Statistical Mechanics and its Applications · 2013
Editorial BoardPhysica A: Statistical Mechanics and its Applications · 2013
Thermodynamics and cancer stationary statesLucia, Umberto · Physica A: Statistical Mechanics and its Applications · 2013
Reaching consensus on rumorsMerlone, U.; Radi, D. · Physica A: Statistical Mechanics and its Applications · 2014
Editorial BoardPhysica A: Statistical Mechanics and its Applications · 2014
Editorial BoardPhysica A: Statistical Mechanics and its Applications · 2013