Similar Search Results

Lahtinen, Kyre Dane; Lawrey, Chris M.; Hunsader, Kenneth J. - In: The journal of asset management 19 (2018) 3, pp. 156-161

Persistent link: https://www.econbiz.de/10011847744

Hollstein, Fabian; Prokopczuk, Marcel; Wese Simen, Chardin - 2017

We study the term structure of variance (total risk), systematic and idiosyncratic risk. Consistent with the …

Persistent link: https://www.econbiz.de/10011751173

Bandi, Federico M.; Renò, Roberto - In: Journal of econometrics 227 (2022) 1, pp. 134-150

Persistent link: https://www.econbiz.de/10013441641

Bansal, Naresh K.; Connolly, Robert A.; Stivers, … - In: The journal of futures markets 42 (2022) 8, pp. 1491-1517

Persistent link: https://www.econbiz.de/10013287992

Hueng, C. James - In: International review of economics & finance : IREF 33 (2014), pp. 28-38

Persistent link: https://www.econbiz.de/10010531290

Kim, Dongcheol; Chen, Ren-Raw; Roh, Tai-Yong; Panda, Durga - In: The European journal of finance 26 (2020) 16, pp. 1623-1645

Persistent link: https://www.econbiz.de/10012314643

Huang, MeiChi - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 4660-4683

Persistent link: https://www.econbiz.de/10013461371

Barunik, Jozef; Nevrla, Matĕj - In: Journal of financial econometrics 21 (2023) 5, pp. 1590-1646

Persistent link: https://www.econbiz.de/10014444704

Blitz, David; Swinkels, Laurens; Ūsaitė, Kristina; … - In: Journal of risk 24 (2022) 6, pp. 25-44

Persistent link: https://www.econbiz.de/10013549669

Shimizu, Hidehiko; Shiohama, Takayuki - In: International review of financial analysis 68 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012300934