Browsing by Author Assaf, Ata

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Showing results 24 to 43 of 46 < previous   next >
Issue DateTitleAuthor(s)
2015Long memory and level shifts in REITS returns and volatilityAssaf, Ata 
2015Long memory and level shifts in REITS returns and volatilityAssaf, Ata 
2021Market 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
2017Market efficiency in the arts markets: evidence from unit root tests with a level shift at unknown timeAssaf, Ata 
2017Market efficiency in the MENA equity markets: evidence from newly developed tests and regime changeAssaf, Ata ; Charif, Husni 
2020Measures of risk in cryptocurrency market using extreme value theorySleiman, Nicole
2015Modelling food price volatility : estimation and risk analysisSaad, Julie; Khoury, Sandy El
1-Jan-2022Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19Assaf, Ata ; Bhandari, Avishek; Charif, Husni ; Demir, Ender
2019The oil prices and MENA equity markets: evidence from frequency and nonparametric granger causality testsAssaf, Ata 
2016Persistence in the returns and volatility of gold prices expressed in different currencies: true or spurious long memoryAssaf, Ata 
2017Predicting stock prices via dividend discount modelShalhoub, Melissa; Chamra, Souad
2015Reits analysis and bubbles detection in five major countries : U.S., U.K., Japan, Australia and Hong KongHaykal, Nayla; Batach, Mira
2017The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity marketsAssaf, Ata 
2020A study on the efficiency of the cryptocurrency markets using quantile regression and other efficiency measuresDahdah, Amin; Abboud, Naval
2019A study on the efficiency of the European stock market using quantile regressionFadel, Jessica; Abi Saab, Samer
2018Testing for bubbles in the art markets: an empirical investigationAssaf, Ata 
2022True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methodsAssaf, Ata ; Gil-Alana, Luis Alberiko; Mokni, Khaled
2017Uncovering frequency domain causality between gold and the stock markets of China and India: evidence from implied volatility indicesBouri, Elie; Roubaud, David; Jammazi, Rania; Assaf, Ata 
2016Using the Toda and Yamamoto approach to test for granger causality between two sectors : the energy sector and non-energy sectorAzar, Helena Al; Shahda, Sabine
15-Jan-2022Using transfer entropy to measure information flows between cryptocurrenciesAssaf, Ata ; Bilgin, Mehmet Huseyin; Demir, Ender