"The Cross-Sectional Risk Premium of Decomposed Market Volatility in UK Stock Market"
published by Open Journal of Social Sciences, Vol.2 No.7, 2014
has been cited by the following article(s):
Strategic Trajectories: Company
Behavior of volatility persistence in 10-year sovereign bond yields of India and China: evidence from component-GARCH model of Engle and Lee (1999)
Premiums for Non-Sustainable and Sustainable Components of Market Volatility: Evidence from the Korean Stock Market