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Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou; Li, Youwei; Liu, Jiadong - In: Research in international business and finance 46 (2018), pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
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Hurst exponent behavior and assessment of the MENA stock markets efficiency
Zgueb Rejichi, Imen; Aloui, Chaker - In: Research in international business and finance 26 (2012) 3, pp. 353-370
Persistent link: https://www.econbiz.de/10009615929
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A fractal and comparative view of the memory of Bitcoin and S&P 500 returns
Grobys, Klaus - In: Research in international business and finance 66 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014460264
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Disentangling the impact of economic and health crises on financial markets
Bariviera, Aurelio Fernández; Fabregat-Aibar, Laura; … - In: Research in international business and finance 65 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014432625
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Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros; Floros, Christos - In: Research in international business and finance 28 (2013), pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
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Optimally sampled realized range-based volatility estimators
Vortelinos, Dimitrios I. - In: Research in international business and finance 30 (2014), pp. 34-50
Persistent link: https://www.econbiz.de/10010390353
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Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - In: Research in international business and finance 58 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
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MENA stock market volatility persistence : evidence before and after the financial crisis of 2008
Assaf, Ata - In: Research in international business and finance 36 (2016), pp. 222-240
Persistent link: https://www.econbiz.de/10011594406
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Modelling long memory in volatility in sub-Saharan African equity markets
Kuttu, Saint - In: Research in international business and finance 44 (2018), pp. 176-185
Persistent link: https://www.econbiz.de/10011983033
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Persistence in the cryptocurrency market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Research in international business and finance 46 (2018), pp. 141-148
Persistent link: https://www.econbiz.de/10011983590