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Stochastic volatility and GARCH : a comparison based on UK stock data
Pederzoli, Chiara - In: The European journal of finance 12 (2006) 1, pp. 41-59
Persistent link: https://www.econbiz.de/10003305243
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Is there a risk and return relation?
Fifield, S. G. M.; McMillan, David G.; McMillan, Fiona J. - In: The European journal of finance 26 (2020) 11, pp. 1075-1101
Persistent link: https://www.econbiz.de/10012264949
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Time-varying stock returns and labor income risks in the US and UK
Li, Yuming - In: The European journal of finance 17 (2011) 3/4, pp. 321-336
Persistent link: https://www.econbiz.de/10009155399
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Forecasting hedge fund volatility : a Markov regime-switching approach
Blazsek, Szabolcs; Downarowicz, Anna - In: The European journal of finance 19 (2013) 3/4, pp. 243-275
Persistent link: https://www.econbiz.de/10010243653
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Hedging effectiveness under conditions of asymmetry
Cotter, John; Hanly, Jim - In: The European journal of finance 18 (2012) 1/2, pp. 135-147
Persistent link: https://www.econbiz.de/10009565247
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Estimating the risk-return profile of new venture investments using a risk-neutral framework and "thick" models
Reber, Beat - In: The European journal of finance 20 (2014) 4/6, pp. 341-360
Persistent link: https://www.econbiz.de/10010462052
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Risk and beta anatomy in the hedge fund industry
Savona, Roberto - In: The European journal of finance 20 (2014) 1/3, pp. 1-32
Persistent link: https://www.econbiz.de/10010462222
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On the volatility of measures of financial risk : an investigation using returns from European markets
Eftekhari, Babak; Pedersen, Christian S.; Satchell, Stephen - In: The European journal of finance 6 (2000) 1, pp. 18-38
Persistent link: https://www.econbiz.de/10001526025
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A three-dimensional risk-return relationship based upon the inefficiency of a portfolio : derivation and implications
Diacogiannis, G. P. - In: The European journal of finance 5 (1999) 3, pp. 225-235
Persistent link: https://www.econbiz.de/10001448366
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Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas; Floros, Christos; … - In: The European journal of finance 27 (2021) 10, pp. 932-962
Persistent link: https://www.econbiz.de/10012609242