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Conference Measuring and Managing Ethical Risk: How Investing in Ethiics Adds Value <1999, Notre Dame, Ind.>
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ECONIS (ZBW)
1,401
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1
Trading volume and
autocorrelation
: empirical evidence from the Stockholm Stock Exchange
Säfvenblad, Patrik
- In:
Journal of banking & finance
24
(
2000
)
8
,
pp. 1275-1287
Persistent link: https://www.econbiz.de/10001491420
Saved in:
2
Bounds on the
autocorrelation
of admissible stochastic discount factors
Chrétien, Stéphane
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1943-1962
Persistent link: https://www.econbiz.de/10009629776
Saved in:
3
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
4
Generalized runs tests to detect randomness in hedge funds returns
Hentati-Kaffel, Rania
;
De Peretti, Philippe
- In:
Journal of banking & finance
50
(
2015
),
pp. 608-615
Persistent link: https://www.econbiz.de/10010510178
Saved in:
5
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
6
Decomposing and backtesting a flexible specification for CoVaR
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Paterlini, …
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224757
Saved in:
7
Multinomial VaR backtests : a simple implicit approach to backtesting expected shortfall
Kratz, Marie
;
Lok, Yen H.
;
McNeil, Alexander J.
- In:
Journal of banking & finance
88
(
2018
),
pp. 393-407
Persistent link: https://www.econbiz.de/10011962940
Saved in:
8
Detecting the presence of insider trading via structural break tests
Olmo, Jose
;
Pilbeam, Keith
;
Pouliot, William
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 2820-2828
Persistent link: https://www.econbiz.de/10009373153
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9
Risk models-at-risk
Boucher, Christophe
;
Daníelsson, Jón
;
Kouontchou, …
- In:
Journal of banking & finance
44
(
2014
),
pp. 72-92
Persistent link: https://www.econbiz.de/10010410376
Saved in:
10
Portfolio optimization in the presence of dependent financial returns with long memory : a copula based approach
Boubaker, Heni
;
Sghaier, Nadia
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 361-377
Persistent link: https://www.econbiz.de/10009705653
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