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Heavy tails and upper-tail inequality : the case of Russia
Ibragimov, Marat; Ibragimov, Rustam Ju. - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 823-837
Persistent link: https://www.econbiz.de/10011949306
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Asymmetry in Volatility : A Comparison of Developed and Transition Stock Markets
Wdowinski, Piotr; Malecka, Marta - 2021
ARCH modelling framework of Engle (1982) and its GARCH generalization of Bollerslev (1986) gave a huge impetus to econometric model building in the field of financial time series with time-varying variance. The main idea of the models was to describe the most typical features of capital markets...
Persistent link: https://www.econbiz.de/10013316234
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Stock market wealth effects in emerging economies of Eastern Europe : evidence from Russia and Ukraine
Rahmanov, Ramiz - In: Research in economics and business : Central and … 5 (2013) 1, pp. 24-45
Persistent link: https://www.econbiz.de/10010242137
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A 10-year retrospective on the determinants of Russian stock returns
Anatolyev, Stanislav - In: Research in international business and finance 22 (2008) 1, pp. 56-67
Persistent link: https://www.econbiz.de/10003711801
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A ten year retrospection of the behaviour of Russian stock returns
Anatolyev, Stanislav - 2005
Persistent link: https://www.econbiz.de/10003012745
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A ten-year retrospection of the behaviour of Russian stock returns
Anatolyev, Stanislav (contributor) - 2005
Persistent link: https://www.econbiz.de/10003101652
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A new perspective on the international evidence concerning the book-price effect
Foye, James; Mramor, Dušan - In: Emerging markets finance & trade : a journal of the … 52 (2016) 10/12, pp. 2348-2363
Persistent link: https://www.econbiz.de/10011672517
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Entrepreneurial intentions in post-Soviet economies
Iakovleva, Tatiana; Solesvik, Marina Z. - In: International journal of entrepreneurship and small business 21 (2014) 1, pp. 79-100
Persistent link: https://www.econbiz.de/10010395596
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Trust, reciprocity and reputation in informal networks in post-Soviet Russia
Horak, Sven; Klein, Andreas; Svirina, Anna - In: European journal of international management : EJIM 15 (2021) 4, pp. 657-685
Persistent link: https://www.econbiz.de/10012513825
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Do financial indicators drive market value of firms in the transition economies? : the Russian case
Gupta, Jyoti P.; Bunkanwanicha, Pramuan; Khakimov, Sergey; … - In: Journal of emerging market finance 15 (2016) 2, pp. 225-268
Persistent link: https://www.econbiz.de/10011691067