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Rescaled variance analysis of real exchange rates
Assaf, Ata - In: Applied economics letters 11 (2004) 5, pp. 303-306
Persistent link: https://www.econbiz.de/10002032980
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Long memory in international equity markets : revisited
Assaf, Ata - In: Applied financial economics letters 4 (2008) 4/6, pp. 433-437
Persistent link: https://www.econbiz.de/10003808314
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Nonstationarity in real exchange rates using unit root tests with a level shift at unknown tim
Assaf, Ata - In: International review of economics & finance : IREF 17 (2008) 2, pp. 269-278
Persistent link: https://www.econbiz.de/10003749755
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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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Hedging volatility risk : the effectiveness of volatility options
An, Yunbi; Assaf, Ata; Yang, Jun - In: International journal of theoretical and applied finance 10 (2007) 3, pp. 517-534
Persistent link: https://www.econbiz.de/10003463468
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Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures
Assaf, Ata; Kristoufek, Ladislav; Demir, Ender; Mitra, … - In: Journal of international financial markets, … 71 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012800052