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A novel heavy tail distribution of logarithmic returns of cryptocurrencies
Quang Van Tran; Kukal, Jaromir - In: Finance research letters 47 (2022) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10013457574
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Hedge ratio on Markov regime-switching diagonal Bekk-Garch model
Zhipeng, Yan; Shenghong, Li - In: Finance research letters 24 (2018), pp. 49-55
Persistent link: https://www.econbiz.de/10011982461
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Firm-specific credit risk estimation in the presence of regimes and noisy prices
Bégin, Jean-François; Boudreault, Mathieu; Gauthier, … - In: Finance research letters 23 (2017), pp. 306-313
Persistent link: https://www.econbiz.de/10011808423
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A note on optimal portfolios under regime-switching
Haas, Markus - In: Finance research letters 19 (2016), pp. 209-216
Persistent link: https://www.econbiz.de/10011657640
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Climbing the income ladder : search and investment in a regime-switching affine income model
Serrano, Rafael - In: Finance research letters 58 (2023) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10014582155
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On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 46 (2022) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10013341591