Next Article in Journal
Mean-Variance Portfolio Selection in a Jump-Diffusion Financial Market with Common Shock Dependence
Next Article in Special Issue
Insider Trading and Institutional Holdings in Seasoned Equity Offerings
Previous Article in Journal
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis
 
 
Article

Article Versions Notes

J. Risk Financial Manag. 2018, 11(2), 24; https://doi.org/10.3390/jrfm11020024
Action Date Notes Link
article pdf uploaded. 11 May 2018 13:34 CEST Version of Record https://www.mdpi.com/1911-8074/11/2/24/pdf
article xml uploaded. 11 May 2018 13:34 CEST Original file -
article html file updated 11 May 2018 13:35 CEST Original file -
article xml uploaded. 11 May 2018 14:00 CEST Update https://www.mdpi.com/1911-8074/11/2/24/xml
article html file updated 11 May 2018 14:01 CEST Update -
article html file updated 28 June 2018 09:13 CEST Update -
article html file updated 29 March 2019 23:57 CET Update -
article html file updated 16 April 2019 21:02 CEST Update -
article html file updated 30 April 2019 20:35 CEST Update -
article html file updated 3 October 2019 11:59 CEST Update -
article html file updated 9 February 2020 17:16 CET Update -
article html file updated 16 July 2022 20:21 CEST Update https://www.mdpi.com/1911-8074/11/2/24/html
Back to TopTop