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Items where Author is "Timotity, Dusán"
Group by: Item Type | No Grouping Jump to: Article | Conference or Workshop Item Number of items: 4. ArticleOrmos, Mihály and Timotity, Dusán (2016) Generalized asset pricing: Expected Downside Risk-based equilibrium modelling. ECONOMIC MODELLING, 52 (Part B). pp. 967-980. ISSN 0264-9993 Ormos, Mihály and Timotity, Dusán (2016) Generalized asset pricing. ECONOMIC MODELLING, 52. pp. 967-980. ISSN 0264-9993 Ormos, Mihály and Timotity, Dusán (2016) Market Microstructure During Financial Crisis : Dynamics of Informed and Heuristic-Driven Trading. FINANCE RESEARCH LETTERS, 19 (Novemb). pp. 60-66. ISSN 1544-6123 Conference or Workshop ItemOrmos, Mihály and Timotity, Dusán (2016) Microfoundations in heteroscedasticity: A loss-aversion-based explanation of asymmetric GARCH models. In: The 14th INFINITI Conference on International Finance, 13/06/2016-14/06/2016, Dublin, Ireland. |
