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Assaf, Ata
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Bouri, Elie
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Gil-Alaña, Luis A.
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ECONIS (ZBW)
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1
The stochastic volatility in mean model and automation : evidence from TSE
Assaf, Ata
- In:
The quarterly review of economics and finance : journal …
46
(
2006
)
2
,
pp. 241-253
Persistent link: https://www.econbiz.de/10003334668
Saved in:
2
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
Saved in:
3
Long memory and level shifts in REITs returns and volatility
Assaf, Ata
- In:
International review of financial analysis
42
(
2015
),
pp. 172-182
Persistent link: https://www.econbiz.de/10011573409
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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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8
Uncovering frequency domain causality between gold and the stock markets of China and India : evidence from implied volatility indices
Bouri, Elie
;
Roubaud, David
;
Jammazi, Rania
;
Assaf, Ata
- In:
Finance research letters
23
(
2017
),
pp. 23-30
Persistent link: https://www.econbiz.de/10011808309
Saved in:
9
True or spurious long memory in the cryptocurrency markets : evidence from a multivariate test and other Whittle estimation methods
Assaf, Ata
;
Gil-Alaña, Luis A.
;
Mokni, Khaled
- In:
Empirical economics : a quarterly journal of the …
63
(
2022
)
3
,
pp. 1543-1570
Persistent link: https://www.econbiz.de/10013440392
Saved in:
10
What drives the return and volatility spillover between DeFis and cryptocurrencies?
Assaf, Ata
;
Demir, Ender
;
Ersan, Oguz
-
2025
Persistent link: https://www.econbiz.de/10015375256
Saved in:
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