Showing results 32 to 51 of 57
< previous
next >
Issue Date | Title | Author(s) |
2015 | Long memory and level shifts in REITS returns and volatility | Assaf, Ata |
Jan-2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19 | Assaf, Ata ; Mokni, Khaled; Yousaf, Imran; Bhandari, Avishek |
2021 | Market efficiency in the arts markets using a combination of long memory, fractal dimension, and approximate entropy measures, | Assaf, Ata ; Kristoufek, L; Demir, E; Mitra, S.K |
2017 | Market efficiency in the arts markets: evidence from unit root tests with a level shift at unknown time | Assaf, Ata |
2017 | Market efficiency in the MENA equity markets: evidence from newly developed tests and regime change | Assaf, Ata ; Charif, Husni |
2020 | Measures of risk in cryptocurrency market using extreme value theory | Sleiman, Nicole |
2016 | MENA stock market volatility persistence: evidence before and after the financial crisis of 2008 | Assaf, Ata |
2015 | Modelling food price volatility : estimation and risk analysis | Saad, Julie; Khoury, Sandy El |
2019 | The oil prices and MENA equity markets: evidence from frequency and nonparametric granger causality tests | Assaf, Ata |
2016 | Persistence in the returns and volatility of gold prices expressed in different currencies: true or spurious long memory | Assaf, Ata |
2017 | Predicting stock prices via dividend discount model | Shalhoub, Melissa; Chamra, Souad |
2023 | Rare earth markets and clean energy : connectedness and the impact of COVID-19 outbreak | Ibrahim, Myriam |
2015 | Reits analysis and bubbles detection in five major countries : U.S., U.K., Japan, Australia and Hong Kong | Haykal, Nayla; Batach, Mira |
1-Apr-2024 | Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach | Yousaf, Imran; Assaf, Ata ; Demir, Ender |
2023 | Risk and values of NFTs : a VaR Study | Aoude, George; Masri, Anjy El; Ezzedine, Elissar |
2023 | Risk measures in renewable energy sector using extreme value theory | Ibrahim, Aya |
2017 | The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets | Assaf, Ata |
2020 | A study on the efficiency of the cryptocurrency markets using quantile regression and other efficiency measures | Dahdah, Amin; Abboud, Naval |
2019 | A study on the efficiency of the European stock market using quantile regression | Fadel, Jessica; Abi Saab, Samer |
Sep-2022 | True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods | Assaf, Ata ; Gil-Alana, Luis Alberiko; Mokni, Khaled |