Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study.Published in:International Econometric Review, 2016, v. 8, n. 2, p. 53, doi. 10.33818/ier.278045By:Kundu, Srikanta;Sarkar, NityanandaPublication type:Article
Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study.Published in:International Econometric Review, 2016, v. 8, n. 2, p. 19, doi. 10.33818/ier.278044By:Eratalay, M. HakanPublication type:Article