SOAS Research Online
A Free Database of the Latest Research by SOAS Academics and PhD Students
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Number of items: 3.
Journal Article
Mitrodima, Gelly and Oberoi, Jaideep (2024) 'CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features.' Journal of the Royal Statistical Society Series C: Applied Statistics, 73 (1). 1 -27.
Jayakody, Shashitha, Morelli, David, Nica, Melania and Oberoi, Jaideep (2023) 'Trust and employment protection legislation.' Economics Letters, 234. p. 111441.
Jayakody, Shashitha, Morelli, David and Oberoi, Jaideep (2023) 'Political uncertainty, corruption, and corporate cash holdings.' Journal of Corporate Finance, 82. p. 102447.