Hossein Asgharian
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- 2013
-
Mark
Importance of macroeconomic variables for variance prediction: a GARCH-MIDAS approach
(
- Contribution to specialist publication or newspaper › Specialist publication article
-
Mark
The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH-MIDAS Approach
(
- Contribution to journal › Article
- 2011
-
Mark
Risk Contagion among International Stock Markets
(
- Contribution to journal › Article
-
Mark
An event study of price movements following realized jumps
(
- Contribution to journal › Article
-
Mark
A Conditional Asset Pricing Model with the Optimal Orthogonal Portfolio
(
- Contribution to journal › Article
- 2010
-
Mark
Book-to-Market and Size Effect: Compensations for risks or outcomes of market inefficiencies
(
- Contribution to journal › Article
- 2009
-
Mark
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach
(
- Contribution to journal › Article
- 2008
-
Mark
Evaluating a nonlinear asset pricing model on international data
(
- Contribution to journal › Article
-
Mark
An Empirical Analysis of Factors Driving the Swap Spread
(
- Contribution to journal › Article
- 2007
-
Mark
Räntebärande instrument: värdering och riskhantering
2007)(
- Book/Report › Book