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Do asymmetries in the Indian equity market exist during the COVID-19?
Bannigidadmath, Deepa; Truter, Philippus Albertus - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 10, pp. 2838-2851
Persistent link: https://www.econbiz.de/10012607429
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ETF risk models
Kakushadze, Zura; Yu, Willie - In: Bulletin of applied economics 9 (2022) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10013407268
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Correlation between market timing performance and stock selection performance in the Henriksson-Merton model
Howell, Sydney D.; Armada, Manuel José da Rocha - 1992
Persistent link: https://www.econbiz.de/10000838243
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Correlated returns and the pattern of diversification : a spatial model
Sinha, Deepak K. - 1990
Persistent link: https://www.econbiz.de/10000805968
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Testing constancy of correlation with an application to international equity returns
Bera, Anil K.; Kim, Sangwhan - 1996
Persistent link: https://www.econbiz.de/10000959739
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Common patterns in commonality in returns, liquidity, and turnover around the world
Karolyi, G. Andrew (contributor); Lee, Kuan-hui (contributor) - 2007
Persistent link: https://www.econbiz.de/10003639312
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Levered returns
Gomes, João (contributor); Schmid, Lukas (contributor) - 2008
Persistent link: https://www.econbiz.de/10003727607
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Are correlations of stock returns justified by subsequent changes in national outputs?
Dumas, Bernard (contributor);  … - 2000
Persistent link: https://www.econbiz.de/10003732316
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Essays on realized volatility and jumps
Larson, Marcus - 2008
Persistent link: https://www.econbiz.de/10003758871
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Multi-period hedge ratios for a multi-asset portfolio when accounting for returns co-movement
Fernández, Viviana - In: The journal of futures markets 28 (2008) 2, pp. 182-207
Persistent link: https://www.econbiz.de/10003647712