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Multifractal models, intertrade durations and return volatility
Segnon, Mawuli - 2015
Persistent link: https://www.econbiz.de/10011299266
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Four essays on Financial market institutions, capital allocation and economic uncertainty
Littke, Helge - 2018
Persistent link: https://www.econbiz.de/10012018983
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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The effect of demand-supply mismatches on firm risk
Hendricks, Kevin B.; Singhal, Vinod R. - In: Production and operations management : an international … 23 (2014) 12, pp. 2137-2151
Persistent link: https://www.econbiz.de/10010479092
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Measuring the stability of a dynamic system: The case of the stock market turmoil 2007-2008
Bask, Mikael; Widerberg, Anna - 2010
The aim of this paper is to demonstrate how the change in actual and potential market risks in the Dow Jones Industrial Average (DJIA) during the two-year period 2007-2008 can be analyzed with the help of-analysis. In the empirical analysis, the average of the Lyapunov exponents for the dynamic...
Persistent link: https://www.econbiz.de/10010321428
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Asset allocation and value at risk in shipping equity portfolios
Syriopoulos, Theodore; Roumpis, Efthimios - In: Maritime policy and management : MPM 36 (2009) 1, pp. 57-78
Persistent link: https://www.econbiz.de/10003849023
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Earnings guidance and market uncertainty
Rogers, Jonathan L.; Skinner, Douglas J.; Van Buskirk, … - In: Journal of accounting & economics 48 (2009) 1, pp. 90-109
Persistent link: https://www.econbiz.de/10003896926
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Variation in stock return risks : an international comparison
Chiou, Wan-jiun Paul; Lee, Alice C.; Lee, Cheng F. - In: Review of Pacific Basin financial markets and policies 12 (2009) 2, pp. 245-266
Persistent link: https://www.econbiz.de/10003871586
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Measuring the stability of a dynamic system : the case of the stock market turmoil 2007 - 2008
Bask, Mikael; Widerberg, Anna - 2010
The aim of this paper is to demonstrate how the change in actual and potential market risks in the Dow Jones Industrial Average (DJIA) during the two-year period 2007-2008 can be analyzed with the help of-analysis. In the empirical analysis, the average of the Lyapunov exponents for the dynamic...
Persistent link: https://www.econbiz.de/10008779146
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Management von Marktpreisrisiken
Van Luu, Bac; Yu, Peiyi - In: Bankrisikomanagement : Mindestanforderungen, …, (pp. 455-469). 2008
Persistent link: https://www.econbiz.de/10003710832