Department of Business Administration
Organization name
Department of Business Administration
Parent OrgUnit
OrgUnit's Researchers publications
(Dept/Workgroup Publication)
Results 1-4 of 4 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | |
---|---|---|---|
1 | 2017 | Market efficiency in the arts markets: evidence from unit root tests with a level shift at unknown time | Assaf, Ata |
2 | 2017 | Market efficiency in the MENA equity markets: evidence from newly developed tests and regime change | Assaf, Ata ; Charif, Husni |
3 | 2017 | The stochastic volatility model, regime switching and value-at-risk (VaR) in international equity markets | Assaf, Ata |
4 | 2017 | Uncovering frequency domain causality between gold and the stock markets of China and India: evidence from implied volatility indices | Bouri, Elie; Roubaud, David; Jammazi, Rania; Assaf, Ata |