Showing 1 - 7 results of 7 for search '"stylized"', query time: 0.01s Refine Results
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    Use of FIGARCH models in Expected Shortfall by Siouris, George-Jason, Σιούρης, Γεώργιος-Ιάσων

    Published 2017
    “…Οι ιδιότητες αυτές συχνά καλούνται και ως three stylized facts of financial returns και είναι: 1. …”
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    Systematic risk and market microstructure in a market under conditions of economic crisis. The case of the Athens Stock Exchange. by Καραγιώτα, Ελισάβετ

    Published 2018
    “…It is therefore of particular interest, amongst others, to examine the validity of some stylized facts regarding the effect of friction in the trading process on the estimation of betas for the underlying period of this study. …”
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