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~isPartOf:"International review of financial analysis"
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Empirical asset return distrib...
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Capital income
502
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Ma, Feng
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Xiong, Xiong
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Dinh Hoang Bach Phan
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International review of financial analysis
Finance research letters
681
NBER working paper series
631
Journal of banking & finance
605
Working paper / National Bureau of Economic Research, Inc.
600
NBER Working Paper
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Journal of financial economics
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Journal of empirical finance
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The journal of finance : the journal of the American Finance Association
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Pacific-Basin finance journal
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Applied financial economics
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International review of economics & finance : IREF
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Applied economics
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Applied economics letters
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Journal of econometrics
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The European journal of finance
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Research in international business and finance
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The review of financial studies
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of international financial markets, institutions & money
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Review of quantitative finance and accounting
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Insurance / Mathematics & economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion paper / Centre for Economic Policy Research
199
Energy economics
192
Journal of risk and financial management : JRFM
186
Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International journal of economics and finance
182
International journal of forecasting
175
The journal of real estate finance and economics
174
Working paper
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Research paper series / Swiss Finance Institute
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Investment management and financial innovations
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
528
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1
Stochastic chaos or ARCH effects in stock series? : A comparative study
Kyrtsou, Catherine
;
Terraza, Michel
- In:
International review of financial analysis
11
(
2002
)
4
,
pp. 407-431
Persistent link: https://www.econbiz.de/10001745102
Saved in:
2
Non-extensive properties, multifractality, and inefficiency degree of the Athens Stock Exchange General Index
Stavroyiannis, S.
;
Makris, I.
;
Nikolaidis, V.
- In:
International review of financial analysis
19
(
2010
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10008668732
Saved in:
3
The effects of sovereign rating drifts on financial return distributions : evidence from the European Union
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
34
(
2014
),
pp. 5-20
Persistent link: https://www.econbiz.de/10010520405
Saved in:
4
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
5
Correlation and return dispersion dynamics in Chinese markets
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
14
(
2005
)
4
,
pp. 477-491
Persistent link: https://www.econbiz.de/10003117573
Saved in:
6
On the dependence structure of realized volatilities
Mendes, Beatriz Vaz de Melo
;
Accioly, Victor Bello
- In:
International review of financial analysis
22
(
2012
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010219700
Saved in:
7
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
Saved in:
8
Some extensions of the CAPM for individual assets
Vendrame, Vasco
;
Tucker, Jon
;
Guermat, Cherif
- In:
International review of financial analysis
44
(
2016
),
pp. 78-85
Persistent link: https://www.econbiz.de/10011623808
Saved in:
9
Fat tails in private equity fund returns : the smooth double Pareto distribution
Lahr, Henry
- In:
International review of financial analysis
86
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248309
Saved in:
10
Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano
;
Nave Pineda, Juan M.
- In:
International review of financial analysis
86
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248319
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