Referenced in publications covered by other indexes

• Citing :
  Jian Yang , Juan Cabrera , (2010-2011)
  Nonlinearity, data-snooping, and stock index ETF return predictability - European Journal of Operational Research
  Cited :
  Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management - European Journal of Operational Research

• Citing :
  Konstantinos Tolikas (2010-2011)
  The rare event risk in African emerging stock markets - Managerial Finance
  Cited :
  The empirical distribution of stock returns: Evidence from an emerging European market - Applied Economics Letters

• Citing :
  Arnold Polanski , Evarist Stoja , (2010-2011)
  Incorporating Higher Moments into Value-at-Risk Forecasting - Journal of Forecasting
  Cited :
  The empirical distribution of UK and US stock returns - Journal of Business, Finance and Accounting

• Citing :
  Wan-Hsiu Cheng , Jui-Cheng Hung , (2009-2010)
  Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns - Journal of Empirical Finance
  Cited :
  The empirical distribution of UK and US stock returns - Journal of Business, Finance and Accounting

• Citing :
  Wan-Hsiu Cheng , Jui-Cheng Hung , (2009-2010)
  Skewness and leptokurtosis in GARCH-typed VaR estimation of petroleum and metal asset returns - Journal of Empirical Finance
  Cited :
  Skewness in the conditional distribution of daily equity returns - Applied Financial Economics

• Citing :
  Markus Haas (2008-2009)
  Modelling skewness and kurtosis with the skewed Gauss–Laplace sum distribution - Applied Economics Letters
  Cited :
  Skewness in the conditional distribution of daily equity returns - Applied Financial Economics

• Citing :
  Jun Yang (2008-2009)
  Semiparametric estimation of asset pricing kernel - Applied Financial Economics
  Cited :
  Skewness in the conditional distribution of daily equity returns - Applied Financial Economics

• Citing :
  Kirt Butler , Katsushi Okada , (2008-2009)
  The relative contribution of conditional mean and volatility in bivariate returns to international stock market indices - Applied Financial Economics
  Cited :
  Skewness in the conditional distribution of daily equity returns - Applied Financial Economics

• Citing :
  Chun-Hao Chang , Brice Dupoyet , (2008-2009)
  Effect of intervalling and skewness on portfolio selection in developed and developing markets - Applied Financial Economics
  Cited :
  Skewness in the conditional distribution of daily equity returns - Applied Financial Economics

• Citing :
  Alexander M. Eastman , Brian M. Lucey , (2007-2008)
  Skewness and asymmetry in futures returns and volumes - Applied Financial Economics
  Cited :
  Skewness and the conditional distribution of daily equity returns - Applied Financial Economics

• Citing :
  Alper Ozun , Atilla Cifter , (2006-2007)
  Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey - Journal of Risk Finance
  Cited :
  An Assessment of Value-at-Risk (VaR) and Expected Tail Loss (ETL) Under a Stress Testing Framework for Turkish Stock Market - Advances in Turkish Economy and Business Environment: Theory and Applications

Referenced in books published by international publishers

• Citing :
  Evdokia Xekalaki , Stavros Degiannakis , (2009-2010)
  ARCH Models for Financial Applications - Wiley Book
  Cited :
  The empirical distribution of UK and US stock returns - Journal of Business, Finance and Accounting

Referenced in publications covered by WoS indexes

• Citing :
  Yeliz Mert Kantara , Ilhan Usta, Şükrü Acıtaşa , (2011-2012)
  A Monte Carlo simulation study on partially adaptive estimators of linear regression models - Journal of Applied Statistics
  Cited :
  The empirical distribution of UK and US stock returns - Journal of Business, Finance and Accounting