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Distribution uncertainty and expected stock returns
Chae, Joon; Lee, Eun Jung - In: Finance research letters 25 (2018), pp. 55-61
Persistent link: https://www.econbiz.de/10012003434
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Does individual-stock skewness/coskewness reflect portfolio risk?
Kim, Thomas - In: Finance research letters 15 (2015), pp. 167-174
Persistent link: https://www.econbiz.de/10011553095
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Subjectivity in conventional tail measures : an exploratory model with "risks & biases"
Majumder, Debasish - In: Finance research letters 55 (2023) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10014473436
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Higher moments, extreme returns, and cross-section of cryptocurrency returns
Jia, Yuecheng; Liu, Yuzheng; Yan, Shu - In: Finance research letters 39 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012804999
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Forecasting tail risk for Bitcoin : a dynamic peak over threshold approach
Ke, Rui; Yang, Luyao; Tan, Changchun - In: Finance research letters 49 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013478773
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Worst-case higher moment risk measure : addressing distributional shifts and procyclicality
Castro Iragorri, Carlos Alberto; Gómez, Fabio; … - In: Finance research letters 65 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014564284
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Pricing short-dated foreign equity options with a bivariate jump-diffusion model with correlated fat-tailed jumps
Ulyah, Siti Maghfirotul; Lin, Xenos Chang-Shuo; Miao, … - In: Finance research letters 24 (2018), pp. 113-128
Persistent link: https://www.econbiz.de/10011982515
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A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio
Auer, Benjamin R. - In: Finance research letters 24 (2018), pp. 289-290
Persistent link: https://www.econbiz.de/10011982607
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Strike asymptotics for Laplace implied volatilities
Madan, Dilip B.; Wang, King - In: Finance research letters 25 (2018), pp. 183-189
Persistent link: https://www.econbiz.de/10012003516
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Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV) : Evidence from China's stock market
Ping, Yuan; Li, Rui - In: Finance research letters 25 (2018), pp. 222-229
Persistent link: https://www.econbiz.de/10012003539