Narrow search
Showing 1 - 4 of 4
Cover Image
Structural change and long-range dependence in volatility of exchange rates : either, neither or both?
Morana, Claudio; Beltratti, Andrea - In: Journal of empirical finance 11 (2004) 5, pp. 629-658
Persistent link: https://www.econbiz.de/10002260298
Cover Image
Computing value at risk with high frequency data
Beltratti, Andrea; Morana, Claudio - In: Journal of empirical finance 6 (1999) 5, pp. 431-455
Persistent link: https://www.econbiz.de/10001505778
Cover Image
Basel II and regulatory arbitrage : evidence from financial crises
Beltratti, Andrea; Paladino, Giovanna - In: Journal of empirical finance 39 (2016), pp. 180-196
Persistent link: https://www.econbiz.de/10011663832
Cover Image
Structural change and long-range dependence in volatility of exchange rates: either, neither or both?
Morana, Claudio; Beltratti, Andrea - In: Journal of empirical finance 11 (2004) 5, pp. 629-658
Persistent link: https://www.econbiz.de/10007229257