✦ LIBER ✦

The comparative statics on asset prices based on bull and bear market measure

✍ Scribed by Masamitsu Ohnishi; Yusuke Osaki

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Mean reversion in stock market prices: N

✍ J. Cunado; L.A. Gil-Alana; Fernando Perez de Gracia 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 258 KB

THE ASYMMETRIC IMPACT OF “INFORMATIVE” A

✍ MIRA FARKA 📂 Article 📅 2010 🏛 Oxford University Press 🌐 English ⚖ 648 KB

The Effect of VaR Based Risk Management

✍ Arjan Berkelaar; Phornchanok Cumperayot; Roy Kouwenberg 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 557 KB

On measuring synchronization of bulls an

✍ Bertrand Candelon; Jan Piplack; Stefan Straetmans 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 247 KB

On the persistence and volatility in Eur

✍ Gil-Alana, Luis A.; Shittu, Olanrewaju I.; Yaya, OlaOluwa S. 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 279 KB

The Impact of Large Changes in Asset Pri

✍ Ehud I. Ronn; Akin Sayrak; Stathis Tompaidis 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 244 KB