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Search: subject:"asymmetric exponential power"
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7
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Journal of mathematical finance
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Does the
asymmetric
exponential
power
distribution improve systemic risk measurement?
Wu, Shu
;
Chen, Huiqiong
;
Li, Helong
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10014485620
Saved in:
2
A new risk measurement method for China's carbon market
Yang, Xianzi
;
Chen, Zhang
;
Yang, Yu
;
Wang, Wenjun
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 1280-1290
Persistent link: https://www.econbiz.de/10012815040
Saved in:
3
Analysis of the sector of software & computer services with a new Carhart 4-factor model
Li, Liuling
;
Zhu, Qingyu
;
Mu, Yang
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 65-82
Persistent link: https://www.econbiz.de/10011658220
Saved in:
4
Drivers of firm growth : micro-evidence from Indian manufacturing
Mathew, Nanditha
- In:
Journal of evolutionary economics : JEE
27
(
2017
)
3
,
pp. 585-611
Persistent link: https://www.econbiz.de/10011893845
Saved in:
5
A new Fama-French 5-factor model based on SSAEPD error and GARCH-type volatility
Zhou, Wentao
;
Li, Liuling
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 711-727
Persistent link: https://www.econbiz.de/10011657593
Saved in:
6
Analysis of the effect of index futures on stock market with a new Fama-French 3-factor model
Bei, Xinyue
;
Yang, Yanjia
;
Li, Liuling
;
Mizrach, Bruce …
- In:
Theoretical economics letters
4
(
2014
)
9
,
pp. 748-759
Persistent link: https://www.econbiz.de/10010531254
Saved in:
7
Testing the CAPM theory based on a new model for Fama-French 25 portfolio returns
Li, Liuling
;
Gan, Quan
;
Zhuo, Ziyue
;
Mizrach, Bruce Marshall
- In:
Theoretical economics letters
4
(
2014
)
8
,
pp. 666-680
Persistent link: https://www.econbiz.de/10010531308
Saved in:
8
Financial constraints and firm dynamics
Bottazzi, Giulio
;
Secchi, Angelo
;
Tamagni, Federico
- In:
Small business economics : an entrepreneurship journal
42
(
2014
)
1
,
pp. 99-116
Persistent link: https://www.econbiz.de/10010255581
Saved in:
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