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Trading timing and the returns to trend-following
Zoicas-Ienciu, Adrian - In: Applied economics letters 26 (2019) 4, pp. 311-315
Persistent link: https://www.econbiz.de/10012204197
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Forecasting intraday volatility and VaR using multiplicative component GARCH model
Diao, Xundi; Tong, Bin - In: Applied economics letters 22 (2015) 16/18, pp. 1457-1464
Persistent link: https://www.econbiz.de/10011380317
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Value at risk forecasting for volatility index
Park, Seul-Ki; Choi, Ji-Eun; Shin, Dong-wan - In: Applied economics letters 24 (2017) 21, pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
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Asymmetric return patterns : evidence from 33 international stock market indices
Evans, Twm; McMillan, David G. - In: Applied economics letters 16 (2009) 7/9, pp. 775-779
Persistent link: https://www.econbiz.de/10003854963
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Momentum, sovereign credit ratings and global equity markets
Grobys, Klaus - In: Applied economics letters 21 (2014) 16/18, pp. 1288-1292
Persistent link: https://www.econbiz.de/10010467472
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Idiosyncratic volatility and global equity markets
Grobys, Klaus - In: Applied economics letters 22 (2015) 4/6, pp. 402-405
Persistent link: https://www.econbiz.de/10010506718
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Period value at risk and its estimation by Monte Carlo simulation
Huo, Yanli; Xu, Chunhui; Shiina, Takayuki - In: Applied economics letters 29 (2022) 18, pp. 1675-1679
Persistent link: https://www.econbiz.de/10013412280
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Worldwide equity risk prediction
Ardia, David; Hoogerheide, Lennart F. - In: Applied economics letters 20 (2013) 13/15, pp. 1333-1339
Persistent link: https://www.econbiz.de/10010202894
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A distribution-free test for symmetry with an application to S&P index returns
Asai, Manabu; Dashzeveg, Ulziijargal - In: Applied economics letters 15 (2008) 4/6, pp. 461-464
Persistent link: https://www.econbiz.de/10003727479
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A note on return distribution of UK stock indices
Balaban, Ercan; Ouenniche, Jamal; Politou, Danae - In: Applied economics letters 12 (2005) 9, pp. 573-576
Persistent link: https://www.econbiz.de/10003015769