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Asymptotic inference for common factor models in the presence of jumps
Yamamoto, Yohei - 2015
Persistent link: https://www.econbiz.de/10011349981
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Sparse and robust factor modelling
Croux, Christophe; Exterkate, Peter - 2011
Persistent link: https://www.econbiz.de/10009720758
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Equity returns, firm-specific characteristics and sector rotation : evidence from Turkey
Guris, Selahattin; Pala, Aynur - In: International journal of economics and financial issues … 4 (2014) 2, pp. 264-276
Persistent link: https://www.econbiz.de/10010520066
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Extreme observations and risk assessment in the equity markets of MENA region : tail measures and Value-at-Risk
Assaf, Ata - In: International review of financial analysis 18 (2009) 3, pp. 109-116
Persistent link: https://www.econbiz.de/10003880019
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Global financial crisis and VaR performance in emerging markets : a case of EU candidate states, Turkey and Croatia
Živković, Saša; Aktan, Bora - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 27 (2009) 1, pp. 149-169
Persistent link: https://www.econbiz.de/10003940227
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Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey
Ozun, Alper; Cifter, Atilla; Yılmazer, Sait - In: Journal of risk finance : the convergence of financial … 11 (2010) 2, pp. 164-179
Persistent link: https://www.econbiz.de/10003953354
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Cointegration and extreme value analyses of Bovespa and Istanbul Stock Exchange
Onay, Ceylan; Ünal, Gözde - In: Finance a úvěr 62 (2012) 1, pp. 66-91
Persistent link: https://www.econbiz.de/10009525413
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Black swan or fat turkey?
Booth, Geoff; Mazzawi, Elias - In: Business strategy review 19 (2008) 3, pp. 34-39
Persistent link: https://www.econbiz.de/10003751033
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Cointegration and Extreme Value Analyses of Bovespa and Istanbul Stock Exchanges
Onay, Ceylan - 2013
structural break to the model shows that Bovespa and ISE cointegrated following the local crisis of Turkey in 2000. Dynamic …
Persistent link: https://www.econbiz.de/10013094552
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Measuring corporate social responsibility : a scale development study
Turker, Duygu - In: Journal of business ethics : JOBE 85 (2009) 4, pp. 411-427
Persistent link: https://www.econbiz.de/10003838627