Pages that link to "Item:Q3401189"
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The following pages link to Institutional Investors and Stock Market Volatility (Q3401189):
Displaying 18 items.
- Switching processes in financial markets (Q4907460) (← links)
- Equity Issues and Return Volatility* (Q4963399) (← links)
- Asymptotic behavior of expected shortfall for portfolio loss under bivariate dependent structure (Q5079025) (← links)
- On the asymptotics of tail conditional expectation for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails (Q5088093) (← links)
- On the asymptotics of value-at-risk for portfolio loss under bivariate Eyraud-Farlie-Gumbel-Morgenstern copula and heavy tails (Q5088126) (← links)
- Investor sentiment and trading behavior (Q5139741) (← links)
- ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES (Q5152550) (← links)
- Impact of meta-order in the Minority Game (Q5397465) (← links)
- Size distributions reconsidered (Q5860954) (← links)
- Where does the tail begin? An approach based on scoring rules (Q5860997) (← links)
- A simple microstructural explanation of the concavity of price impact (Q6054404) (← links)
- Power laws in market microstructure (Q6105377) (← links)
- Panel quantile regression for extreme risk (Q6118720) (← links)
- Centre-free kurtosis orderings for asymmetric distributions (Q6494447) (← links)
- Arbitrage with financial constraints and market power (Q6537243) (← links)
- When is cross impact relevant? (Q6546318) (← links)
- A robust test for monotonicity in asset returns (Q6581763) (← links)
- Extreme Value Estimation for Heterogeneous Data (Q6586905) (← links)