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1. Real estate investment trusts during market shocks: Impact and resilience. (2024). Legg, Mark ; Shaw, Gareth ; Ampountolas, Apostolos.
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2. Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan.
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3. COVID-19 and REITs Crash: Predictability and Market Conditions. (2024). Ahn, Kwangwon ; Kim, Jinu ; Ryu, Inug ; Jang, Hanwool.
   In: Computational Economics.
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4. Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef.
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5. Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie.
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6. Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo.
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7. Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie.
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8. GFH validity for Canada, UK, and Suisse stock markets: Evidence ‎from univariate and panel ARDL models. (2022). NEIFAR, MALIKA ; Hachicha, Fatma.
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9. Trading Activity in Public Real Estate Markets. (2022). Richter, Thomas.
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10. Dependence dynamics of US REITs. (2022). Shahzad, Syed Jawad Hussain ; Vo, Xuan Vinh ; Hussain, Syed Jawad ; Ahmad, Nasir ; Ur, Mobeen.
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11. Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo.
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12. The COVID-19 Pandemic and Commercial Property Rent Dynamics. (2021). Lu, Teddy ; Allan, Roddy ; Liusman, Ervi ; Tsang, Desmond.
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13. Geographic Scope and Real Estate Firm Performance during the COVID-19 Pandemic. (2021). Chu, Xiaoling ; Tsang, Desmond ; Lu, Chiuling.
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14. The Australian Stock Market’s Reaction to the First Wave of the COVID-19 Pandemic and Black Summer Bushfires: A Sectoral Analysis. (2021). Bakry, Walid ; Al-Mohamad, Somar ; Gunay, Samet.
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15. Responses of REITs index and commercial property prices to economic uncertainties: A VAR analysis. (2021). Tajaddini, Reza ; Gholipour Fereidouni, Hassan ; Farzanegan, Mohammad Reza ; Yam, Sharon.
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16. Uncertainty Due to Pandemic and the Volatility Connectedness Among Asian REITs Market. (2021). Oliyide, Johnson ; Fasanya, Ismail ; Periola-Fatunsin, Ololade.
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17. Do REITs Hedge against Inflation? Evidence from an African Emerging Market. (2021). Oyedokun, Tunbosun Biodun ; Gbadegesin, Job Taiwo ; Dabara, Daniel Ibrahim ; Chiwuzie, Augustina ; Amidu, Abdul-Rasheed.
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18. Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo.
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19. Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). Ahmed, Walid.
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20. Concepts, Components and Collections of Trading Strategies and Market Color. (2020). Kashyap, Ravi.
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21. Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Gkillas, Konstantinos.
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22. Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Marco, Chi Keung.
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23. Pricing Swaps on Discrete Realized Higher Moments Under the Lévy Process. (2019). Ruan, Xinfeng ; Zhu, Wenli.
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24. Forecasting downside risk in China’s stock market based on high-frequency data. (2019). Wang, Zongrun ; Gong, XU ; Chen, Sicen ; Xie, Nan.
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25. Currency strategies based on momentum, carry trade and skewness. (2019). Yin, Libo ; Jiang, Xue ; Han, Liyan.
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26. Modeling stock market volatility using new HAR-type models. (2019). Lin, Boqiang ; Gong, XU.
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27. Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis. (2019). Ftiti, Zied ; Hadhri, Sinda.
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28. The asymmetric effect of equity volatility on credit default swap spreads. (2019). Hyun, Jung-Soon ; Lee, Hwang Hee.
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29. Moment spreads in the energy market. (2019). Ruan, Xinfeng ; Zhang, Jine.
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30. Screening rules and portfolio performance. (2019). Navarro, Lluis ; Nieto, Belen ; Leon, Angel.
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31. Can skewness predict currency excess returns?. (2019). Yin, Libo ; Jiang, Xue ; Han, Liyan.
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33. THE TIME-VARYING ASYMMETRY OF EXCHANGE RATE RETURNS: A STOCHASTIC VOLATILITY – STOCHASTIC SKEWNESS MODEL. (2018). Iseringhausen, Martin.
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34. Time-Varying Risk Aversion and Realized Gold Volatility. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza.
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35. Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis?. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos.
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36. Investor Sentiment and Crash Risk in Safe Havens. (2018). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Ben Nasr, Adnen.
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37. The properties of a skewness index and its relation with volatility and returns. (2018). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas.
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38. The use of option prices in order to evaluate the skewness risk premium. (2018). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas.
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39. Forecasting International Index Returns using Option-implied Variables. (2018). Power, Gabriel ; Gagnon, Marie-Helene ; Toupin, Dominique.
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40. “Scaling Down Downside Risk with Inter-Quantile Semivariances”. (2018). Uribe, Jorge.
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41. The skewness of commodity futures returns. (2018). Fuertes, Ana-Maria ; Frijns, Bart ; Fernandez-Perez, Adrian ; Miffre, Joelle.
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42. Investigation of the Financial Stability of S&P 500 Using Realized Volatility and Stock Returns Distribution. (2018). Akter, Nahida ; Nobi, Ashadun.
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43. Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo.
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44. Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market. (2018). Yang, Xuewei ; Li, Xindan ; Subrahmanyam, Avanidhar.
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45. The skewness of commodity futures returns. (2018). Fuertes, Ana-Maria ; Frijns, Bart ; Miffre, Joelle ; Fernandez-Perez, Adrian.
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46. To trust or not to trust? A comparative study of conventional and clean energy exchange-traded funds. (2018). Alexopoulos, Thomas.
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47. Testing for jumps and jump intensity path dependence. (2018). Swanson, Norman ; Corradi, Valentina ; Silvapulle, Mervyn J.
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48. Asymptotic inference about predictive accuracy using high frequency data. (2018). Patton, Andrew ; Li, Jia.
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49. Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia. (2018). ORNELAS, JOSE ; Finta, Marinela Adriana.
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50. The Memory of Stock Return Volatility: Asset Pricing Implications. (2017). Sibbertsen, Philipp ; Prokopczuk, Marcel ; Benno, Duc Binh.
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51. On the gains of using high frequency data and higher moments in Portfolio Selection. (2017). Sebastião, Helder ; Godinho, Pedro ; Brito, Rui ; Sebastio, Helder.
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52. Forecasting stock market volatility: Do realized skewness and kurtosis help?. (2017). Chen, Wang ; Liu, Jing ; Ma, Feng ; Mei, Dexiang.
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53. Risk Control: Who Cares?. (2017). Taylor, Nick.
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54. Low risk anomalies?. (2016). Zechner, Josef ; Wagner, Christian ; Schneider, Paul.
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55. On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena.
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56. Idiosyncratic Moments and the Cross-Section of Stock Returns in Brazil. (2016). Almeida, Caio ; Tessari, Cristina ; Ricca, Bernardo.
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57. Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach. (2016). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo.
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58. Fear or greed? What does a skewness index measure?. (2016). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas.
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59. Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect. (2016). Sebastião, Helder ; Godinho, Pedro ; Brito, Rui ; Sebastio, Helder.
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60. Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns. (2016). Bollerslev, Tim ; Todorov, Viktor ; Li, Sophia Zhengzi.
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61. The MAX effect: An exploration of risk and mispricing explanations. (2016). Gray, Philip ; Zhong, Angel.
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    RePEc:eee:econom:v:193:y:2016:i:2:p:367-389.

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63. On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11307.

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64. Towards a skewness index for the Italian stock market. (2015). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas.
    In: Department of Economics.
    RePEc:mod:depeco:0064.

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65. Downside Risk Neutral Probabilities. (2015). EECKHOUDT, LOUIS ; Chaigneau, Pierre.
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:1521.

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66. Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis. (2015). Do, Hung ; Brooks, Robert ; Treepongkaruna, Sirimon.
    In: Global Finance Journal.
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67. Downside Variance Risk Premium. (2015). Jahan-Parvar, Mohammad ; Feunou, Bruno ; Okou, Cedric.
    In: Staff Working Papers.
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68. Too much cocited documents. This list is not complete

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