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Aboura, Sofiane
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10
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9
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7
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7
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7
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4
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4
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10
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8
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4
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Physica A: Statistical Mechanics and its Applications
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Studies in Nonlinear Dynamics & Econometrics
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ECONIS (ZBW)
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RePEc
215
EconStor
37
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10
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471
Does the financial leverage effect depend on volatility regimes?
Chon, Sora
;
Kim, Jaeho
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805319
Saved in:
472
Forecasting the volatility of asset returns : the informational gains from option prices
Martin, Vance
;
Tang, Chrismin
;
Yao, Wenying
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 862-880
Persistent link: https://www.econbiz.de/10012792874
Saved in:
473
An empirical analysis of the total retail sales of consumer goods by using time series model
Shen, Shichang
;
Dong, Xiaoyi
- In:
Inventi impact: retailing & consumer services
(
2019
)
4
,
pp. 188-194
Persistent link: https://www.econbiz.de/10012287725
Saved in:
474
Forecasting VaR using realized EGARCH model with skewness and kurtosis
Wu, Xinyu
;
Xia, Michelle
;
Zhang, Huanming
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430736
Saved in:
475
Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir
;
Kumar, Dilip
- In:
The quarterly review of economics and finance : journal …
77
(
2020
),
pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
Saved in:
476
Volatility experience of major world stock markets
Mallikarjuna, M.
;
Rao, R. Prabhakara
- In:
Theoretical and applied economics : GAER review
26
(
2019
)
4/621
,
pp. 35-52
Persistent link: https://www.econbiz.de/10012431889
Saved in:
477
Time-varying correlation between indian equity market and selected Asian and US stock markets
Seth, Neha
;
Panda, Laxmidhar
- In:
Global business review
21
(
2020
)
6
,
pp. 1354-1375
Persistent link: https://www.econbiz.de/10012388968
Saved in:
478
The performance of dividend ETFs : the study of the spillover and leverage effects
Chen, Jo-hui
;
Dang Trung Kien
- In:
Theoretical economics letters
9
(
2019
)
3
,
pp. 499-510
Persistent link: https://www.econbiz.de/10012395468
Saved in:
479
Modeling and forecasting unbiased extreme value volatility estimator in presence of leverage effect
Kumar, Dilip
- In:
Journal of quantitative economics
16
(
2018
)
2
,
pp. 313-335
Persistent link: https://www.econbiz.de/10012418486
Saved in:
480
New evidence on the role of size effect in determining the pricing of risk, volatility dynamics, and economic exposure of firm returns
Khan, Faisal
- In:
International journal of applied behavioral economics : …
9
(
2020
)
3
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012304791
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