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Best Fitting Fat Tail Distribution for the Volatilities of Energy Futures: Gev, Gat and Stable Distributions in GARCH and APARCH Models.
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- Journal of Risk & Financial Management, 2018, v. 11, n. 2, p. 1, doi. 10.3390/jrfm11020030
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Factors affecting the capital structure: New evidence from GCC countries.
- Published in:
- Journal of International Studies (2071-8330), 2020, v. 13, n. 1, p. 9, doi. 10.14254/2071-8330.2020/13-1/1
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- Article