Results for Semi-variance

Publications & Outputs

1. A generalized heterogeneous autoregressive model using market information

   Hizmeri, R., Izzeldin, M., Nolte, I. & Pappas, V., 31/08/2022, In: Quantitative Finance. 22, 8, p. 1513-1534 22 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. A Generalized Heterogeneous Autoregressive Model using the Market Index

   Hizmeri, R., Izzeldin, M., Nolte, I. & Pappas, V., 31/08/2022, In: Quantitative Finance. 22, 8, p. 1513-1534 22 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review