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Search: subject:"mean-variance spanning test"
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Dewandaru, Ginanjar
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Volatility dynamics of Tunisian stock market before and during COVID-19 outbreak and diversification benefits of Bitcoin
Ben Salem, Marwa
;
Fakhfekh, Mohamed
;
Jeribi, Ahmed
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
13
(
2023
)
5
,
pp. 651-672
Persistent link: https://www.econbiz.de/10014391407
Saved in:
2
Volatility dynamics and diversification benefits of Bitcoin under asymmetric and long memory effects
Jeribi, Ahmed
;
Fakhfekh, Mohamed
;
Jarboui, Anis
- In:
Global business & economics review
26
(
2022
)
1
,
pp. 65-83
Persistent link: https://www.econbiz.de/10012798074
Saved in:
3
Portfolio diversification with commodities in times of financialization
Zaremba, Adam
- In:
International journal of finance & banking studies : JJFBS
4
(
2015
)
1
,
pp. 18-36
Persistent link: https://www.econbiz.de/10011285701
Saved in:
4
The Role of Islamic Asset Classes in the Diversified Portfolios:
Mean
Variance
Spanning
Test
Dewandaru, Ginanjar
;
Masih, Rumi
;
Bacha, Obiyathulla I.
; …
-
Volkswirtschaftliche Fakultät, …
-
2014
study uses the recent
mean-variance
spanning
test
in multiple regimes, which not only accounts for tail risk but also …
Persistent link: https://www.econbiz.de/10011110024
Saved in:
5
The role of Islamic asset classes in the diversified portfolios :
mean
variance
spanning
test
Dewandaru, Ginanjar
;
Masih, Rumi
;
Obiyathulla Ismath Bacha
- In:
Emerging markets review
30
(
2017
),
pp. 66-95
Persistent link: https://www.econbiz.de/10011803003
Saved in:
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