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Can black swans be tamed with a flexible mean‐variance specification?
Chatzikonstanti, Vasiliki
;
Karoglou, Michail
- In:
International Journal of Finance & Economics
27
(
2020
)
3
,
pp. 3202-3227
Persistent link: https://www.econbiz.de/10012407128
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2
Can black swans be tamed with a flexible mean-variance specification?
Chatzikonstanti, Vasiliki
;
Karoglou, Michail
- In:
International journal of finance & economics : IJFE
27
(
2022
)
3
,
pp. 3202-3227
Persistent link: https://www.econbiz.de/10013329857
Saved in:
3
Long memory in log-range series : do structural breaks matter?
Chatzikonstanti, Vasiliki
;
Venetis, Ioannis A.
- In:
Journal of empirical finance
33
(
2015
),
pp. 104-113
Persistent link: https://www.econbiz.de/10011556856
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