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  Properties of returns and variance and the implications for time series modelling: Evidence from South Africa

  Jan Jakub Szczygielski , Chimwemwe Chipeta

  35-55

  Abstract Views : 1257

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  10.61351/mf.v1i1.8
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  Is tail risk priced in the cross-section of international stock index returns?

  Aleksander Mercik

  17-29

  Abstract Views : 650

  Download :173

  10.61351/mf.v1i1.7
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  Forecasting the equity premium: Do deep neural network models work?

  Xianzheng Zhou, Hui Zhou, Huaigang Long

  1-11

  Abstract Views : 2308

  Download :625

  10.61351/mf.v1i1.2