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Multiple factor-GARCH modelling of global asset returns
Östermark, Ralf - 1997
Persistent link: https://www.econbiz.de/10000976926
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Testing the relevance of accounting numbers in security valuation : a structural model with Scandinavian data
Östermark, Ralf; Aaltonen, Jaana - 1994
Persistent link: https://www.econbiz.de/10000901903
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Multivariate EGARCHX-modelling of the international asset return signal response mechanism
Östermark, Ralf - In: International journal of finance & economics : IJFE 2 (1997) 3, pp. 249-262
Persistent link: https://www.econbiz.de/10001227630
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The structural relationship between financial ratios and capital asset pricing
Östermark, Ralf; Aaltonen, Jaana - 1994
Persistent link: https://www.econbiz.de/10000886733
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Copula-based Black-Litterman portfolio optimization
Sahamkhadam, Maziar; Stephan, Andreas; Östermark, Ralf - In: European journal of operational research : EJOR 297 (2022) 3, pp. 1055-1070
Persistent link: https://www.econbiz.de/10013262000
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Portfolio optimization based on GARCH-EVT-Copula forecasting models
Sahamkhadam, Maziar; Stephan, Andreas; Östermark, Ralf - In: International journal of forecasting 34 (2018) 3, pp. 497-506
Persistent link: https://www.econbiz.de/10012031027
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Extreme returns and the investor's expectation for future volatility : evidence from the Finnish stock market
Ali, Syed Riaz Mahmood; Ahmed, Shaker; Östermark, Ralf - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 260-269
Persistent link: https://www.econbiz.de/10012417625
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Predictability of extreme returns in the Turkish stock market
Syed Riaz Mahmood Ali; Ahmed, Shaker; Hasan, Mohammad Nurul - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 2, pp. 482-494
Persistent link: https://www.econbiz.de/10012423805
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Are idiosyncratic risk and extreme positive return priced in the Indian equity market?
Syed Riaz Mahmood Ali; Hasan, Mohammad Nurul; … - In: International review of economics & finance : IREF 70 (2020), pp. 530-545
Persistent link: https://www.econbiz.de/10012486833