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FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan; Plíhal, Tomáš; Výrost, Tomáš - In: Finance research letters 40 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
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Directional predictability from stock market sector indices to gold : a cross-quantilogram analysis
Baumöhl, Eduard; Lyócsa, Štefan - In: Finance research letters 23 (2017), pp. 152-164
Persistent link: https://www.econbiz.de/10011808379
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A tale of tails : new evidence on the growth-return nexus
Lyócsa, Štefan; Výrost, Tomáš; Plíhal, Tomáš - In: Finance research letters 38 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012490561