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~person:"BenSaïda, Ahmed"
~person:"Tan, Zhengxun"
~subject:"Stochastic process"
~subject:"USA"
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BenSaïda, Ahmed
Tan, Zhengxun
Gil-Alaña, Luis A.
18
Caporale, Guglielmo Maria
13
Asai, Manabu
9
McAleer, Michael
8
Gil-Alana, Luis A.
5
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International journal of emerging markets
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The North American journal of economics and finance : a journal of financial economics studies
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Stock prices'
long
memory
in China and the United States
Tan, Zhengxun
;
Fu, Yao
;
Cheng, Hong
;
Liu, Juan
- In:
International journal of emerging markets
17
(
2022
)
5
,
pp. 1292-1314
Persistent link: https://www.econbiz.de/10013363227
Saved in:
2
Value at risk and return in Chinese and the US stock markets : double
long
memory
and fractional cointegration
Tan, Zhengxun
;
Xiao, Binuo
;
Huang, Yilong
;
Zhou, Li
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012821412
Saved in:
3
Value-at-Risk under Lévy GARCH models : evidence from global stock markets
Slim, Skander
;
Koubaa, Yosra
;
BenSaïda, Ahmed
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 30-53
Persistent link: https://www.econbiz.de/10011745291
Saved in:
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