Number of items: 5.
Article
Lazar, E.
ORCID: https://orcid.org/0000-0002-8761-0754, Pan, J. and Wang, S.
ORCID: https://orcid.org/0000-0003-2113-5521
(2025)
Measuring climate-related and environmental risks for equities.
Journal of Environmental Management, 373.
123393.
ISSN 0301-4797
doi: 10.1016/j.jenvman.2024.123393
Hu, H., Lazar, E.
ORCID: https://orcid.org/0000-0002-8761-0754, Pan, J. and Wang, S.
ORCID: https://orcid.org/0000-0003-2113-5521
(2024)
Environmental performance and credit ratings: a transatlantic study.
International Review of Financial Analysis, 96 (Part B).
103635.
ISSN 1873-8079
doi: 10.1016/j.irfa.2024.103635
Lazar, E.
ORCID: https://orcid.org/0000-0002-8761-0754, Qi, S. and Tunaru, R.
(2024)
Measures of model risk for continuous-time finance models.
Journal of Financial Econometrics.
ISSN 1479-8417
doi: 10.1093/jjfinec/nbae001
Symeonidis, L., Prokopczuk, M., Brooks, C.
ORCID: https://orcid.org/0000-0002-2668-1153 and Lazar, E.
ORCID: https://orcid.org/0000-0002-8761-0754
(2012)
Futures basis, inventory and commodity price volatility: an empirical analysis.
Economic Modelling, 29 (6).
pp. 2651-2663.
ISSN 0264-9993
doi: 10.1016/j.econmod.2012.07.016
(http://www.sciencedirect.com/science/journal/02649993)
Alexander, C. and Lazar, E.
ORCID: https://orcid.org/0000-0002-8761-0754
(2006)
Normal mixture GARCH(1,1): applications to exchange rate modelling.
Journal of Applied Econometrics, 21 (3).
pp. 307-336.
ISSN 1099-1255
doi: 10.1002/jae.849
This list was generated on Sat Apr 19 09:40:56 2025 UTC.