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Optimality of the RiskMetrics VaR model
González-Rivera, Gloria; Lee, Tae-hwy; Yoldas, Emre - In: Finance research letters 4 (2007) 3, pp. 137-145
Persistent link: https://www.econbiz.de/10003702357
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Uncovering the invisible effect of air pollution on stock returns : a moderation and mediation analysis
Xu, Minya; Wang, Yaqiong; Tu, Yundong - In: Finance research letters 39 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012805454
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Moments of the estimated Sharpe ratio when the observations are not IID
Bao, Yong; Ullah, Aman - In: Finance research letters 3 (2006) 1, pp. 49-56
Persistent link: https://www.econbiz.de/10003300877
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Bias of a value-at-risk estimator
Bao, Yong; Ullah, Aman - In: Finance research letters 1 (2004) 4, pp. 241-249
Persistent link: https://www.econbiz.de/10003307425