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Stock market volatility and fluctuations in the price-earnings ratio
Koutmos, Dimitrios - In: International journal of computational economics and … 2 (2012) 3/4, pp. 223-237
Persistent link: https://www.econbiz.de/10010147894
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A Study of Value‐at‐Risk Based on M‐Estimators of the Conditional Heteroscedastic Models
Iqbal, Farhat; Mukherjee, Kanchan - In: Journal of forecasting 31 (2012) 5, pp. 377-391
Persistent link: https://www.econbiz.de/10009991589
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Robust estimation of the simplified multivariate GARCH model
Iqbal, Farhat - In: Empirical economics : a journal of the Institute for … 44 (2013) 3, pp. 1353-1372
Persistent link: https://www.econbiz.de/10010110424
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An intertemporal capital asset pricing model with heterogeneous expectations
Koutmos, Dimitrios - In: Journal of international financial markets, … 22 (2012) 5, pp. 1176-1188
Persistent link: https://www.econbiz.de/10010032235