Funder
Guangdong Province Innovative Talents Project, China
BNUZ 'Ability to promote' research program
Subject
Economics and Econometrics,Finance
Reference26 articles.
1. Black swans and VaR;Adams;Journal of Finance and Accountancy,2013
2. Is it so bad that we cannot recognize black swans?;Aleskerov;Economics Letters,2012
3. Intraday and interday volatility in the Japanese stock market;Andersen;Journal of International Financial Markets, Institutions and Money,2000
4. Stock return autocorrelations revisited: A quantile regression approach;Baur;Journal of Empirical Finance,2012
5. Asymmetric volatility and risk in equity markets;Bekaert;The Review of Financial Studies,2000
Cited by
16 articles.
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