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Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management
Pesaran, M. Hashem; Zaffaroni, Paolo - 2005
Persistent link: https://www.econbiz.de/10003224850
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Performance of moving average trading rules in a volatile stock market : the Russian evidence
Luukka, Pasi; Pätäri, Eero; Fedorova, Elena; … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2424-2450
Persistent link: https://www.econbiz.de/10011672614
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A closer look at value premium : literature review and synthesis
Pätäri, Eero; Leivo, Timo - In: Journal of economic surveys 31 (2017) 1, pp. 79-168
Persistent link: https://www.econbiz.de/10011757022