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Nonparametric and semiparametric estimates of long memory in some Middle Eastern equity markets
Assaf, Ata - In: Global review of business and economic research 1 (2005) 1, pp. 51-64
Persistent link: https://www.econbiz.de/10003629301
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MENA stock market volatility persistence : evidence before and after the financial crisis of 2008
Assaf, Ata - In: Research in international business and finance 36 (2016), pp. 222-240
Persistent link: https://www.econbiz.de/10011594406
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Long-range dependence in the returns and volatility of the Brazilian stock market
Assaf, Ata; Cavalcante, Jorge - In: European review of economics and finance 3 (2004) 4, pp. 5-22
Persistent link: https://www.econbiz.de/10002401411
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Extreme observations and risk assessment in the equity markets of MENA region : tail measures and Value-at-Risk
Assaf, Ata - In: International review of financial analysis 18 (2009) 3, pp. 109-116
Persistent link: https://www.econbiz.de/10003880019