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Stock price distributions and news : evidence from index options
Steeley, James M. - In: Review of quantitative finance and accounting 23 (2004) 3, pp. 229-250
Persistent link: https://www.econbiz.de/10002418334
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Tests of market reaction and analysts' forecast revisions to the disclosure of improved management earnings expectations : a case of concurrent bad news management earnings forecas...
Lacina, Michael J.; Karim, Khondkar E. - In: Review of quantitative finance and accounting 23 (2004) 2, pp. 123-148
Persistent link: https://www.econbiz.de/10002257610
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How accurate are modern Value-at-Risk estimators derived from extreme value theory?
Mögel, Benjamin; Auer, Benjamin R. - In: Review of quantitative finance and accounting 50 (2018) 4, pp. 979-1030
Persistent link: https://www.econbiz.de/10011979349
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Nowcasting bitcoin's crash risk with order imbalance
Koutmos, Dimitrios; Wang Chun Wei - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 125-154
Persistent link: https://www.econbiz.de/10014341029
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Evaluating effects of excess kurtosis on VaR estimates : evidence for international stock indices
Baixauli, J. Samuel; Alvarez, Susana - In: Review of quantitative finance and accounting 27 (2006) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10003344297
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Density estimation through quasi-analytic Monte-Carlo simulation : options arbitrage with transactions costs
Chidambaran, Nemmara - In: Review of quantitative finance and accounting 28 (2007) 1, pp. 101-122
Persistent link: https://www.econbiz.de/10003410833
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A model for stock market returns : non-Gaussian fluctuations and financial factors
Craven, B. D.; Islam, Sardar M. N. - In: Review of quantitative finance and accounting 30 (2008) 4, pp. 355-370
Persistent link: https://www.econbiz.de/10003711385
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Tail risk in pension funds : an analysis using ARCH models and bilinear processes
Owadally, Iqbal - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 301-331
Persistent link: https://www.econbiz.de/10010490407
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Alternative statistical distributions for estimating value-at-risk : theory and evidence
Lee, Cheng F.; Su, Jung-bin - In: Review of quantitative finance and accounting 39 (2012) 3, pp. 309-331
Persistent link: https://www.econbiz.de/10009673712
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Equity premium puzzle or faulty economic modelling?
Shirvani, Abootaleb; Stoyanov, Stoyan V.; Fabozzi, Frank J. - In: Review of quantitative finance and accounting 56 (2021) 4, pp. 1329-1342
Persistent link: https://www.econbiz.de/10012549795