has been cited by the following article(s):
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[1]
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Comparison of volatility and mean reversion among developed, developing and emerging countries
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Journal of Economic and …,
2022 |
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[2]
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Liquidity and Systematic Risk: Evidence from Pakistan Stock Exchange (PSX)
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KASBIT Business Journal,
2022 |
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[3]
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Exploring dynamic causal linkages between Major Stock Exchanges of Asia and established markets of UK, USA, Germany, and Japan-A comparative analysis of Pre …
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… of Economic Studies https://journals. iub …,
2021 |
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[4]
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Stock market risk prediction of Indian stocks using Kalman filter: Towards automation of finance industry
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… of Asian Control Association on Intelligent …,
2021 |
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[5]
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CAPM de cuatro momentos y el riesgo de mercado de Borhis y Cedevis
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Herrera… - Panorama …,
2021 |
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[6]
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Análisis de la estructura de rendimiento y riesgo de los fondos comunes de inversión en la Argentina
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2019 |
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[7]
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Los cuatro momentos de los rendimientos de los fondos de inversión
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2018 |
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[8]
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Capital Asset Pricing Model in Forecasting the Expected Return: Theory and Evidence
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2018 |
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[9]
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Mean reversion in international markets: evidence from GARCH and half-life volatility models
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Economic Research-Ekonomska Istra?ivanja,
2018 |
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[10]
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Analysis of stock investment selection based on CAPM using covariance and genetic algorithm approach
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IOP Conference Series: Materials Science and Engineering,
2018 |
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[11]
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Speed of mean reversion: an empirical analysis of KSE, LSE and ISE indices
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2018 |
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[12]
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Los cuatro momentos de los rendimientos de los fondos de inversión:¿ se verifica el four-moment CAPM?
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2018 |
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[13]
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Currency Prospects of Malaysian Ringgit-Current and Future Outlook on the Basis of Malaysian Economy
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Research Journal of Finance and Accounting,
2017 |
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[1]
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Comparison of volatility and mean reversion among developed, developing and emerging countries
Journal of Economic and Administrative Sciences,
2022
DOI:10.1108/JEAS-01-2022-0009
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[2]
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Stock market risk prediction of Indian stocks using Kalman filter: Towards automation of finance industry
2021 International Symposium of Asian Control Association on Intelligent Robotics and Industrial Automation (IRIA),
2021
DOI:10.1109/IRIA53009.2021.9588779
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[3]
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Mean reversion in international markets: evidence from G.A.R.C.H. and half-life volatility models
Economic Research-Ekonomska Istraživanja,
2018
DOI:10.1080/1331677X.2018.1456358
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[4]
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SPEED OF MEAN REVERSION: AN EMPIRICAL ANALYSIS OF KSE, LSE AND ISE INDICES
Technological and Economic Development of Economy,
2018
DOI:10.3846/20294913.2017.1342286
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