Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Lee, Cheng F.
and
Wu, Chunchi
1985.
THE IMPACTS OF KURTOSIS ON RISK STATIONARITY: SOME EMPIRICAL EVIDENCE.
Financial Review,
Vol. 20,
Issue. 4,
p.
263.
Nawrocki, David
and
Harding, William H.
1985.
A MODEL OF PORTFOLIO BEHAVIOR IN DISEQUILIBRIUM MARKETS.
Financial Review,
Vol. 20,
Issue. 3,
p.
88.
Hathaway, Neville
1986.
The Non‐Stationarity of Share Price Volatility.
Accounting & Finance,
Vol. 26,
Issue. 2,
p.
35.
Taylor, Stephen J.
1988.
Forecasting market prices.
International Journal of Forecasting,
Vol. 4,
Issue. 3,
p.
421.
Sengupta, J.K.
1989.
A dynamic view of the portfolio efficiency frontier.
Computers & Mathematics with Applications,
Vol. 18,
Issue. 6-7,
p.
565.
SENGUPTA, J.K.
1989.
System-Theoretic Methods in Economic Modelling II.
p.
565.
Akgiray, Vedat
and
Lamoureux, Christopher G.
1989.
Estimation of Stable-Law Parameters: A Comparative Study.
Journal of Business & Economic Statistics,
Vol. 7,
Issue. 1,
p.
85.
Poitras, Geoffrey
1990.
The distribution of gold futures spreads.
Journal of Futures Markets,
Vol. 10,
Issue. 6,
p.
643.
Becker, Kent G.
Finnerty, Joseph E.
and
Tucker, Alan L.
1992.
THE INTRADAY INTERDEPENDENCE STRUCTURE BETWEEN U.S. AND JAPANESE EQUITY MARKETS.
Journal of Financial Research,
Vol. 15,
Issue. 1,
p.
27.
Nawrocki, David N.
1992.
The characteristics of portfolios selected by n-degree Lower Partial Moment.
International Review of Financial Analysis,
Vol. 1,
Issue. 3,
p.
195.
Chopra, Vijay Kumar
1993.
Improving Optimization.
The Journal of Investing,
Vol. 2,
Issue. 3,
p.
51.
Frennberg, Per
and
Hansson, Björn
1993.
Testing the random walk hypothesis on Swedish stock prices: 1919–1990.
Journal of Banking & Finance,
Vol. 17,
Issue. 1,
p.
175.
Mougoué, Mbodja
and
Whyte, Ann Marie
1996.
Stock returns and volatility: An empirical investigation of the German and French equity markets.
Global Finance Journal,
Vol. 7,
Issue. 2,
p.
253.
Sortino, Frank
van der Meer, Robert
Plantinga, Auke
and
Kuan, Bernardo
2010.
The Sortino Framework for Constructing Portfolios.
p.
23.
Hsu, Derann
2010.
Handbook of Quantitative Finance and Risk Management.
p.
1345.
Li, Hsi
McCarthy, Joseph
and
Pantalone, Coleen
2014.
High-yield versus investment-grade bonds: less risk and greater returns?.
Applied Financial Economics,
Vol. 24,
Issue. 20,
p.
1303.
Blume, Marshall E.
Gültekin, Mustafa N.
and
Gültekin, N. Bülent
2017.
Portfolio Construction, Measurement, and Efficiency.
p.
111.
Moews, Ben
and
Ibikunle, Gbenga
2020.
Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning.
Physica A: Statistical Mechanics and its Applications,
Vol. 547,
Issue. ,
p.
124392.
D’Ecclesia, Rita Laura
and
Clementi, Daniele
2021.
Volatility in the stock market: ANN versus parametric models.
Annals of Operations Research,
Vol. 299,
Issue. 1-2,
p.
1101.