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Gallo, John Gregory; Phengpis, Chanwit; Swanson, Peggy … - In: Applied financial economics 18 (2008) 16/18, pp. 1441-1450

Persistent link: https://www.econbiz.de/10003779553

Moreno, David; Rodríguez, Rosa - In: Applied financial economics 23 (2013) 1/3, pp. 119-122

Persistent link: https://www.econbiz.de/10009719022

Ibragimov, Rustam Ju.; Prokhorov, Artem - In: Economics letters 149 (2016), pp. 102-107

Persistent link: https://www.econbiz.de/10011620157

Deacle, Scott; Elyasiani, Elyas - In: Applied financial economics 24 (2014) 13/15, pp. 907-926

Persistent link: https://www.econbiz.de/10010410396

Comment, Robert - In: Journal of financial economics 37 (1995) 1, pp. 67-87

Persistent link: https://www.econbiz.de/10001172910

Pukthuanthong, Kuntara; Visaltanachoti, Nuttawat - In: Applied financial economics 19 (2009) 16/18, pp. 1269-1281

eliminated through diversification. Using Exponential Generalized Autoregressive Conditional Heteroscedasticity (EGARCH …

Persistent link: https://www.econbiz.de/10003886161

Albuquerque, Rui; Bauer, Gregory H.; Schneider, Martin - In: Journal of financial economics 94 (2009) 1, pp. 18-46

Persistent link: https://www.econbiz.de/10003891540

Hwang, Soosung; Satchell, Stephen - In: Applied financial economics 17 (2007) 7/9, pp. 597-613

Persistent link: https://www.econbiz.de/10003491204

Morana, Claudio; Beltratti, Andrea - In: Applied financial economics 16 (2006) 14, pp. 1059-1073

Persistent link: https://www.econbiz.de/10003377864

Brennan, Thomas J.; Lo, Andrew W. - In: Management science : journal of the Institute for … 56 (2010) 6, pp. 905-923

Persistent link: https://www.econbiz.de/10003988517