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Dependence and mean reversion in stock prices : the case of the MENA region
Assaf, A. - In: Research in international business and finance 20 (2006) 3, pp. 286-304
Persistent link: https://www.econbiz.de/10003377100
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Fractional integration in the equity markets of MENA region
Assaf, A. - In: Applied financial economics 17 (2007) 7/9, pp. 709-723
Persistent link: https://www.econbiz.de/10003491224
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Value-at-Risk analysis in the MENA equity markets: fat tails and conditional asymmetries in return distributions
Assaf, Ata - In: Journal of multinational financial management 29 (2015), pp. 30-45
Persistent link: https://www.econbiz.de/10011539511
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Long memory and level shifts in REITs returns and volatility
Assaf, Ata - In: International review of financial analysis 42 (2015), pp. 172-182
Persistent link: https://www.econbiz.de/10011573409
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The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets
Assaf, Ata - In: Journal of mathematical finance 7 (2017) 2, pp. 491-512
Persistent link: https://www.econbiz.de/10011674013
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MENA stock market volatility persistence : evidence before and after the financial crisis of 2008
Assaf, Ata - In: Research in international business and finance 36 (2016), pp. 222-240
Persistent link: https://www.econbiz.de/10011594406
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Uncovering frequency domain causality between gold and the stock markets of China and India : evidence from implied volatility indices
Bouri, Elie; Roubaud, David; Jammazi, Rania; Assaf, Ata - In: Finance research letters 23 (2017), pp. 23-30
Persistent link: https://www.econbiz.de/10011808309
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True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata; Gil-Alaña, Luis A.; Mokni, Khaled - In: Empirical economics : a quarterly journal of the … 63 (2022) 3, pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392