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High-order moments and extreme value approach for value-at-risk
Lin, Chu-Hsiung; Changchien, Chang-Cheng; Kao, Tzu-Chuan; … - In: Journal of empirical finance 29 (2014), pp. 421-434
Persistent link: https://www.econbiz.de/10011300450
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Do currency futures prices follow random walks?
Pan, Ming-Shiun - In: Journal of empirical finance 4 (1997) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001224777
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The transformed Gram Charlier distribution : parametric properties and financial risk applications
León Valle, Ángel Manuel; Ñíguez, Trino-Manuel - In: Journal of empirical finance 63 (2021), pp. 323-349
Persistent link: https://www.econbiz.de/10013259272
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Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo; Kang, Kyu Ho - In: Journal of empirical finance 72 (2023), pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
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Habit persistence : explaining cross-sectional variation in returns and time-varying expected returns
Møller, Stig Vinther - In: Journal of empirical finance 16 (2009) 4, pp. 525-536
Persistent link: https://www.econbiz.de/10003900239
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Stock price and systematic risk effects of discontinuation of corporate R&D programs
Saad, Mohsen M.; Zantout, Zaher Z. - In: Journal of empirical finance 16 (2009) 4, pp. 568-581
Persistent link: https://www.econbiz.de/10003900260
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International comovement of stock market returns : a wavelet analysis
Rua, António; Nunes, Luis C. - In: Journal of empirical finance 16 (2009) 4, pp. 632-639
Persistent link: https://www.econbiz.de/10003900313
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On the usefulness of the contrarian strategy across national stock markets : a grid bootstrap analysis
Kim, Hyeongwoo - In: Journal of empirical finance 16 (2009) 5, pp. 734-744
Persistent link: https://www.econbiz.de/10003900389
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Markov-switching in target stocks during takeover bids
Gelman, Sergey; Wilfling, Bernd - In: Journal of empirical finance 16 (2009) 5, pp. 745-758
Persistent link: https://www.econbiz.de/10003900399
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Price discovery in tick time
Frijns, Bart; Schotman, Peter C. - In: Journal of empirical finance 16 (2009) 5, pp. 759-776
Persistent link: https://www.econbiz.de/10003900405