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6 Papers found for "Financial Econometrics (6)"

The Sharpe Ratio With Skewness

George Xiang, Liang Tang

Sumerianz journal of economics and finance. | 2020

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Predictability of Asian Stock Market Returns using Markov-Switching Model

Amna Noor, Muhammad Zubair Mumtaz, Zubash Jalil Malik

Paradigms | 2019

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INTRODUCING KIBOR AS A DETERMINANT OF WORKING CAPITAL REQUIREMENTS IN NON-FINANCIAL SECTOR OF PAKISTAN USING EFFICIENT GMM ESTIMATOR

Makhdoom Nasir

Science International | 2016

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The Dynamic Connectedness and Risk Integration of Cryptocurrency Policy Uncertainty and Cryptocurrency Price Returns

Hassan Raza, Syed Asim Shah, Zeeshan Hamid

Journal of Business & Economics | 2022

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Planning Horizon Liquidity constraints: M. Aslam Chaudhary and Malik Muhammad

Forman Journal of Economic Studies (FJES) | 2005

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Does Investor Attention Matter? Fresh evidences from Wavelet Approach

Besma Hkiri, Muhammad Akbar, Muhammad Asif Khan, Noman Khan

Journal of Applied Economics and Business Studies | 2022

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