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Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas; Marsh, Terry A. - In: Journal of empirical finance 12 (2005) 1, pp. 165-186
Persistent link: https://www.econbiz.de/10007225891
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A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter?
Wagner, Niklas; Winter, Elisabeth - In: Journal of empirical finance 21 (2013), pp. 69-85
Persistent link: https://www.econbiz.de/10010092080
Cover Image
Measuring tail thickness under GARCH and an application to extreme exchange rate changes
Wagner, Niklas F.; Marsh, Terry Alan - In: Journal of empirical finance 12 (2005) 1, pp. 165-185
Persistent link: https://www.econbiz.de/10002644047
Cover Image
A new family of equity style indices and mutual fund performance : do liquidity and idiosyncratic risk matter?
Wagner, Niklas F.; Winter, Elisabeth - In: Journal of empirical finance 21 (2013), pp. 69-85
Persistent link: https://www.econbiz.de/10009745292