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Asymmetry and downside risk in foreign exchange markets
Bond, Shaun A.; Satchell, Stephen - In: The European journal of finance 12 (2006) 4, pp. 313-332
Persistent link: https://www.econbiz.de/10003338137
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Implications of market microstructure for realized variance measurement
Djupsjöbacka, Daniel - In: The European journal of finance 16 (2010) 1/2, pp. 27-43
Persistent link: https://www.econbiz.de/10003954407
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Robustness of the inference procedures for the global minimum variance portfolio weights in a skew-normal model
Bodnar, Taras; Gupta, Arjun K. - In: The European journal of finance 21 (2015) 13/15, pp. 1176-1194
Persistent link: https://www.econbiz.de/10011419827
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A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
Bonato, M.; Caporin, Massimiliano; Ranaldo, Angelo - In: The European journal of finance 18 (2012) 9/10, pp. 761-774
Persistent link: https://www.econbiz.de/10009691781
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Orthogonal GARCH and covariance matrix forecasting : the Nordic stock markets during the Asian financial crisis 1997 - 1998
Byström, Hans N. E. - In: The European journal of finance 10 (2004) 1, pp. 44-67
Persistent link: https://www.econbiz.de/10001957603
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Singular diffusions, constant elasticity of variance processes and logarithmic rates of return
Liu, Siqi; Melia, Adrian; Song, Xiaojing; Tippett, Mark - In: The European journal of finance 26 (2020) 9, pp. 837-853
Persistent link: https://www.econbiz.de/10012207313
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Reactive global minimum variance portfolios with k-BAHC covariance cleaning
Bongiorno, Christian; Challet, Damien - In: The European journal of finance 28 (2022) 13/15, pp. 1344-1360
Persistent link: https://www.econbiz.de/10013532213