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Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data
Veiga, Álvaro; Souza, Leonardo - In: The European journal of finance 12 (2006) 6, pp. 605
Persistent link: https://www.econbiz.de/10007293821
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Reducing sampling costs in multivariate SPC with a double-dimension T2 control chart
Epprecht, Eugenio K.; Aparisi, Francisco; Ruiz, Omar; … - In: International journal of production economics 144 (2013) 1, pp. 90-104
Persistent link: https://www.econbiz.de/10010119445
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Modelling squared returns using a SETAR model with long-memory dynamics
Dufrenot, Gilles; Guegan, Dominique; Peguin-Feissolle, Anne - In: Economics letters 86 (2005) 2, pp. 237-244
Persistent link: https://www.econbiz.de/10006748986
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Asymmetric dependence patterns in financial time series
Guegan, Dominique; Zang, Jing - In: The European journal of finance 15 (2009) 7, pp. 703-720
Persistent link: https://www.econbiz.de/10008338402
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SUSTAINABILITY IN ALTERNATIVE INVESTMENTS - RISK ASSESSMENT FOR A STRUCTURED PRODUCT SPECIFIC TO THE CO2 EMISSION PERMITS MARKET
Frunza, Marius-Christian; Guegan, Dominique - In: The journal of alternative investments 15 (2013) 3, pp. 72-91
Persistent link: https://www.econbiz.de/10010068976