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1
Lottery and bubble stocks and the cross-section of option-implied tail risks
Agarwalla, Sobhesh Kumar
;
Saurav, Sumit
;
Varma, Jayanth Rama
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 231-249
Persistent link: https://www.econbiz.de/10012817879
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Extreme value theory in emerging markets : evidence from the Montenegrin stock exchange
Cerovic Smolovic, Julija
;
Karadžić, Vesna
- In:
Economic annals
60
(
2015
)
206
,
pp. 87-116
Persistent link: https://www.econbiz.de/10011421685
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Volatility modeling and Value-at-Risk (VaR) forecasting of emerging stock markets in the presence of long memory, asymmetry, and skewed heavy tails
Gencer, Hatice Gaye
;
Demiralay, Sercan
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
1/3
,
pp. 639-657
Persistent link: https://www.econbiz.de/10011562539
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Time-varying asymmetric tail dependence of international equities markets
Zhou, Chunyang
;
Qin, Xiao
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013332425
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5
Explanatory power of realised moments
Rehman, Seema
;
Sharif, Saqib
;
Ullah, Wali
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
14
(
2024
)
1
,
pp. 22-42
Persistent link: https://www.econbiz.de/10014490919
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6
Normality tests and its power against alternative distributions : an empirical analysis on emerging Asian stock index returns
Shaik, Muneer
- In:
The journal of prediction markets
16
(
2022
)
1
,
pp. 3-30
Persistent link: https://www.econbiz.de/10014289671
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7
What influences stock market behavior in
Russia
and other emerging countries?
Korhonen, Iikka
;
Pereseckij, Anatolij A.
- In:
Emerging markets finance & trade : a journal of the …
52
(
2016
)
4/6
,
pp. 1210-1225
Persistent link: https://www.econbiz.de/10011563288
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How does stock market react to dividend surprises? : evidence from emerging markets of India and
Russia
Berezinec, Irina V.
;
Ilina, Julja
;
Smirnov, Marat
; …
- In:
Journal of Asia Pacific business
18
(
2017
)
3
,
pp. 153-179
Persistent link: https://www.econbiz.de/10011760005
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Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
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10
Stylized facts of the Indian stock market
Sen, Rituparna
;
Subramaniam, Manavathi
- In:
Asia-Pacific financial markets
26
(
2019
)
4
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pp. 479-493
Persistent link: https://www.econbiz.de/10012309816
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