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~subject:"Non-normality"
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Non-normality
non-normality
58
nonnormality
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GARCH
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Baltagi, Badi H.
3
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3
Kiani, Khurshid M.
3
Novales, Alfonso
3
Rubio, Gonzalo
3
Yang, Zhenlin
3
Agnihotri, Shalini
2
Christodoulakis, George
2
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2
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2
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2
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1
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1
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RePEc
31
ECONIS (ZBW)
21
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1
Quantifying the non-Gaussian gain
Allen, David
;
Satchell, Stephen
;
Lizieri, Colin
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014511571
Saved in:
2
Financial market integration of emerging markets : heavy tails, structural shifts, nonlinearity, and asymmetric persistence
Nazlıoğlu, Şaban
;
Kucukkaplan, Ilhan
;
Kilic, Emre
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014248566
Saved in:
3
On false discoveries of standard t-tests in investment management applications
Auer, Benjamin R.
- In:
Review of managerial science : RMS
16
(
2022
)
3
,
pp. 751-768
Persistent link: https://www.econbiz.de/10013191545
Saved in:
4
Is the effectiveness of government bonds as a diversifier of equity risk weakened after the Covid-19 crisis?
Sakurai, Yuji
;
Kurosaki, Tetsuo
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2219-2236
Persistent link: https://www.econbiz.de/10013490939
Saved in:
5
Option pricing with conditional GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 350-363
Persistent link: https://www.econbiz.de/10012416733
Saved in:
6
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models
Baltagi, Badi H.
;
Pirotte, Alain
;
Yang, Zhenlin
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10013275390
Saved in:
7
How has the relationship between oil and the US stock market changed after the Covid-19 crisis?
Sakurai, Yuji
;
Kurosaki, Tetsuo
- In:
Finance research letters
37
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012485162
Saved in:
8
Recent developments of control charts, identification of big data sources and future trends of current research
Aykroyd, Robert G.
;
Leiva, Víctor
;
Ruggeri, Fabrizio
- In:
Technological forecasting & social change : an …
144
(
2019
),
pp. 221-232
Persistent link: https://www.econbiz.de/10012133920
Saved in:
9
Harmful diversification : evidence from alternative investments
Platanakis, Emmanouil
;
Sakkas, Athanasios
;
Sutcliffe, …
- In:
The British accounting review : the journal of the …
51
(
2019
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011998174
Saved in:
10
GEL estimation and tests of spatial autoregressive models
Jin, Fei
;
Lee, Lung-fei
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 585-612
Persistent link: https://www.econbiz.de/10012149371
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