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Applied Economics Letters Volume 2, 1995 - Issue 5
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Original Articles

An empirical test of the effect of the return interval on conditional volatility

Timothy J. Brailsford
Pages 156-158 | Published online: 05 Oct 2010

Citations (10)

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Read on this site (2)

Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero. (2020) Volatility transmission between stock and foreign exchange markets: a connectedness analysis. Applied Economics 52:19, pages 2096-2108.
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Natàlia Valls & Helena Chuliá. (2012) Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis. Global Economic Review 41:2, pages 111-129.
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Articles from other publishers (8)

Alexandros Milionis. (2011) A conditional CAPM: implications for systematic risk estimation. The Journal of Risk Finance 12:4, pages 306-314.
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Paraschos Maniatis. (2011) Individual stock market risk and price valuation: the case of Titan S.A.. Managerial Finance 37:4, pages 347-361.
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Helena Chuliá & Hipòlit Torró. (2008) The economic value of volatility transmission between the stock and bond markets. Journal of Futures Markets 28:11, pages 1066-1094.
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T. J. Brailsford & K. Maheswaran. (2016) The Dynamics of the Australian Short‐Term Interest Rate. Australian Journal of Management 23:2, pages 213-234.
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Timothy J. Brailsford. (2016) Volatility Spillovers Across the Tasman. Australian Journal of Management 21:1, pages 13-27.
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Alexandros E. Milionis & Dimitra K. Patsouri. (2011) A conditional CAPM: implications for the estimation of systematic risk. SSRN Electronic Journal.
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Natalia Valls & Helena Chuliá. (2011) Volatility Transmission and Correlation Analysis between the US and Asia: The Impact of the Global Financial Crisis. SSRN Electronic Journal.
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Timothy J. Brailsford & Krishnan Maheswaran. (1998) The Dynamics of the Australian Short-Term Interest Rate. SSRN Electronic Journal.
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