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111
Analytic moments for GJR-GARCH (1, 1) processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 105-124
Persistent link: https://www.econbiz.de/10012692629
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112
A-KA model : an optimization of the stock’s ortofolio
Regina, Filippo
;
Bisceglia, Mauro Gianfranco
- In:
Zagreb international review of economics & business
23
(
2020
)
2
,
pp. 21-40
Persistent link: https://www.econbiz.de/10012601221
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113
Delta-hedged gains and risk-neutral moments
Kim, Dahea
;
Kim, Sol
- In:
Journal of risk
19
(
2016
)
2
,
pp. 31-59
Persistent link: https://www.econbiz.de/10013177077
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114
The transformed Gram Charlier distribution : parametric properties and financial risk applications
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of empirical finance
63
(
2021
),
pp. 323-349
Persistent link: https://www.econbiz.de/10013259272
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115
Ukraine-EU trade relations : statistical analysis of the total trade turnover
Kiforenko, Oksana
- In:
International journal of economics and business …
23
(
2022
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012695401
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116
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
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117
Do jumps contribute to the dynamics of the equity premium
Maheu, John M.
;
McCurdy, Thomas H.
;
Zhao, Xiaofei
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 457-477
Persistent link: https://www.econbiz.de/10010208659
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118
Dynamics of credit spread moments of European corporate bond indexes
Alizadeh-Masoodian, Amir H.
;
Alexandros, Gabrielsen
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3125-3144
Persistent link: https://www.econbiz.de/10009777103
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119
Better portfolios with higher moments
Wilcox, Jarrod
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 569-580
Persistent link: https://www.econbiz.de/10012421067
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120
A decomposition of labor earnings growth : recovering Gaussianity?
Pora, Pierre
;
Wilner, Lionel
- In:
Labour economics : official journal of the European …
63
(
2020
),
pp. 189-205
Persistent link: https://www.econbiz.de/10012239033
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