Asymmetric predictability of conditional variances
Year of publication: |
1991
|
---|---|
Authors: | Conrad, Jennifer S. |
Other Persons: | Gültekin, Mustafa N. (contributor) ; Kaul, Gautam (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 4.1991, 4, p. 597-622
|
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Betriebsgröße | Firm size | Theorie | Theory | USA | United States | 1962-1988 |
-
Tactical size rotation in Switzerland
Hock, Thorsten, (2008)
-
Tactical size rotation in Switzerland
Hock, Thorsten, (2010)
-
Lee, Hwa Taek, (2007)
- More ...
-
Profitability of short-term contrarian strategies : implications for market efficiency
Conrad, Jennifer S., (1997)
-
Conrad, Jennifer S., (2003)
-
Mean reversion in short-horizon expected returns
Conrad, Jennifer S., (1989)
- More ...