Evarist Stoja

Evarist Stoja

University of Bristol - Bristol / United Kingdom
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4323800
person_outline Evarist Stoja's MOST POPULAR ARTICLES
1-) Financial market volatility, macroeconomic fundamentals and investor sentimentCJ Chiu, RDF Harris, E Stoja, M ChinJournal of Banking & Finance 92, 130-145, 2018652018
2-) Incorporating higher moments into value‐at‐risk forecastingA Polanski, E StojaJournal of Forecasting 29 (6), 523-535, 2010632010
3-) The dynamic Black–Litterman approach to asset allocationRDF Harris, E Stoja, L TanEuropean Journal of Operational Research 259 (3), 1085-1096, 2017432017
4-) A simplified approach to modeling the co‐movement of asset returnsRDF Harris, E Stoja, J TuckerJournal of Futures Markets: Futures, Options, and Other Derivative Products …, 2007392007
5-) Systematic extreme downside riskRDF Harris, LH Nguyen, E StojaJournal of International Financial Markets, Institutions and Money 61, 128-142, 2019362019