Hits 1-4 within 4 documents
Optimal approximations of power-laws with exponentials: application to volatility models with long memory [journal article]
Source: Quantitative Finance, 7 (2007) 6. p.585-589
Testing asymmetry in financial time series [journal article]
Source: Quantitative Finance, 7 (2007) 6. p.687-696
Value-at-risk forecasts under scrutiny - the German experience [journal article]
Source: Quantitative Finance, 7 (2007) 6. p.621-636
The momentum effect: Omitted risk factors or investor behaviour? Some evidence from the Spanish stock market [journal article]
Source: Quantitative Finance, 7 (2007) 6. p.637-650