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The information content of the VDAX volatility index and backtesting daily value-at-risk models
Badshah, Ihsan Ullah - In: International journal of financial markets and derivatives 4 (2015) 3/4, pp. 213-230
Persistent link: https://www.econbiz.de/10011545996
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Asymmetries of the intraday return-volatility relation
Badshah, Ihsan Ullah; Frijns, Bart; Knif, Johan; … - In: International review of financial analysis 48 (2016), pp. 182-192
Persistent link: https://www.econbiz.de/10011624483
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Asymmetric linkages among the fear index and emerging market volatility indices
Badshah, Ihsan Ullah; Bekiros, Stelios; Lucey, Brian M.; … - In: Emerging markets review 37 (2018), pp. 17-31
Persistent link: https://www.econbiz.de/10012114974
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Volatility spillover from the fear index to developed and emerging markets
Badshah, Ihsan Ullah - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 27-40
Persistent link: https://www.econbiz.de/10012122845