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Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip; Maheswaran, S. - In: International review of financial analysis 34 (2014), pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
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A benchmark for measuring bias in estimated daily value at risk
Moosa, Imad A.; Bollen, Bernard - In: International review of financial analysis 11 (2002) 1, pp. 85-100
Persistent link: https://www.econbiz.de/10001745213
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Trading volume and stock returns : a meta-analysis
Bajzik, Josef - In: International review of financial analysis 78 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10013254549
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The determinants of home bias puzzle in equity portfolio investment in Australia
Daly, Kevin James; Xuan Vinh Vo - In: International review of financial analysis 27 (2013), pp. 34-42
Persistent link: https://www.econbiz.de/10009736951
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Measuring financial contagion : dealing with the volatility Bias in the correlation dynamics
Starkey, Christopher Michael; Tsafack, Georges - In: International review of financial analysis 90 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014469938
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Nonparametric realized volatility estimation in the international equity markets
Vortelinos, Dimitrios I.; Thomakos, Dimitrios D. - In: International review of financial analysis 28 (2013), pp. 34-45
Persistent link: https://www.econbiz.de/10009762711
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The determinants of quantile autocorrelations : evidence from the UK
Ge̜bka, Bartosz; Wohar, Mark E. - In: International review of financial analysis 29 (2013), pp. 51-61
Persistent link: https://www.econbiz.de/10010244128
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Parameter estimation risk in asset pricing and risk management : a Bayesian approach
Tunaru, Radu; Zheng, Teng - In: International review of financial analysis 53 (2017), pp. 80-93
Persistent link: https://www.econbiz.de/10011877849
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Foreign portfolio equity holdings and capital gains taxation
Mishra, Anil V.; Anwar, Sajid - In: International review of financial analysis 51 (2017), pp. 54-68
Persistent link: https://www.econbiz.de/10011868660
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Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana - In: International review of financial analysis 52 (2017), pp. 119-129
Persistent link: https://www.econbiz.de/10011868716