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A stochastic variance frontier model of volatility of stock market returns
Sengupta, Jati K. - In: Journal of quantitative economics : official journal of … 11 (1995) 2, pp. 13-31
Persistent link: https://www.econbiz.de/10001208326
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A dynamic analysis of exchange market volatility
Sengupta, Jati K. - In: Journal of foreign exchange and international finance : … 10 (1997) 4, pp. 259-273
Persistent link: https://www.econbiz.de/10001400565
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Fundamentals and fads in exchange market volatility
Sengupta, Jati K. - In: Journal of foreign exchange and international finance : … 11 (1997) 2, pp. 129-140
Persistent link: https://www.econbiz.de/10001400870
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Estimating skewness persistence in market returns
Sengupta, Jati K. - In: Applied financial economics 7 (1997) 5, pp. 549-558
Persistent link: https://www.econbiz.de/10001229832
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Empirical tests of chaotic dynamics in market volatility
Sengupta, Jati K. - In: Applied financial economics 5 (1995) 5, pp. 291-300
Persistent link: https://www.econbiz.de/10001189982