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The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets
Assaf, Ata - In: Journal of mathematical finance 7 (2017) 2, pp. 491-512
Persistent link: https://www.econbiz.de/10011674013
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Testing for bubbles in the art markets : an empirical investigation
Assaf, Ata - In: Economic modelling 68 (2018), pp. 340-355
Persistent link: https://www.econbiz.de/10011935384
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The cost efficiency of Australian airports post privatisation : a Bayesian methodology
Assaf, A. - In: Tourism management : research, policies, practice 31 (2010) 2, pp. 267-273
Persistent link: https://www.econbiz.de/10003930704
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Persistence and long-range dependence in the emerging stock market of Kuwait
Assaf, A. - In: The Middle East business and economic review 18 (2006) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10003324214
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Turkish bank efficiency : Bayesian estimation with undesirable outputs
Assaf, A. Georges; Matousek, Roman; Tsionas, Efthymios G. - In: Journal of banking & finance 37 (2013) 2, pp. 506-517
Persistent link: https://www.econbiz.de/10009705630
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Short-run and long-run performance of international tourism : evidence from Bayesian dynamic models
Tsionas, Efthymios G.; Assaf, A. Georges - In: Tourism management : research, policies, practice 42 (2014), pp. 22-36
Persistent link: https://www.econbiz.de/10010354165
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Retail sales : persistence in the short-term and long-term dynamics
Gil-Alaña, Luis A.; Barros, Carlos Pestana; Assaf, A. … - In: IMA journal of management mathematics 25 (2014) 3, pp. 367-386
Persistent link: https://www.econbiz.de/10010388774
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Bootstrapped technical efficiency of African seaports
Barros, Carlos Pestana; Assaf, A. Georges; Ibiwoye, Ade - In: Essays on port economics, (pp. 237-250). 2010
Persistent link: https://www.econbiz.de/10008746979
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Dynamic technical and allocative efficiencies in European banking
Tsionas, Efthymios G.; Assaf, A. Georges; Matousek, Roman - In: Journal of banking & finance 52 (2015), pp. 130-139
Persistent link: https://www.econbiz.de/10011377348
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The estimation and decomposition of tourism productivity
Assaf, A. Georges; Tsionas, Efthymios G. - In: Tourism management : research, policies, practice 65 (2018), pp. 131-142
Persistent link: https://www.econbiz.de/10011775107