Applied Financial Economics Letters

Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation

Monica Billio, Massimiliano Caporin, Michele Gobbo · 2006 · 170 citations

Business, Economics, Finance +15

Temporal stability of estimates of risk aversion

Glenn W. Harrison, Eric J. Johnson, Melayne Morgan McInnes et al. · 2005 · 115 citations

Social Sciences, Economics, Psychology +17

A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers

Sheng‐Yung Yang · 2005 · 101 citations

Business, Economics, Finance +17

The evolving relationship between gold and silver 1978–2002: evidence from a dynamic cointegration analysis: a note

Brian M. Lucey, Edel Tully · 2006 · 73 citations

Social Sciences, Economics, Finance +9

Investment information content in Bollinger Bands?

Camillo Lento, Nikola Gradojević, Christopher S. Wright · 2007 · 73 citations

Social Sciences, Business Economics, Economics +5