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subject:"Prognoseverfahren"
~isPartOf:"Finance research letters"
~person:"Corbet, Shaen"
~person:"González Sánchez, Mariano"
~person:"Guidolin, Massimo"
~person:"Hautsch, Nikolaus"
~subject:"Aktienmarkt"
~subject:"Zeitreihenanalyse"
~subject:"Zinsstruktur"
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Prognoseverfahren
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Estimation
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5
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5
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Corbet, Shaen
González Sánchez, Mariano
Guidolin, Massimo
Hautsch, Nikolaus
Gupta, Rangan
8
Ma, Feng
4
Pierdzioch, Christian
4
Christiansen, Charlotte
3
Gil-Alaña, Luis A.
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Finance research letters
SFB 649 discussion paper
8
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ECONIS (ZBW)
6
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1
Asset pricing models in emerging markets : factorial approaches vs. information stochastic discount factor
González Sánchez, Mariano
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013341609
Saved in:
2
Time-varying price discovery in sovereign credit markets
Guidolin, Massimo
;
Pedio, Manuela
;
Tosi, Alessandra
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012485013
Saved in:
3
Is there a relationship between the time scaling property of asset returns and the outliers? : evidence from international financial markets
González Sánchez, Mariano
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012490299
Saved in:
4
Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets
Ekinci, Cumhur
;
Akyildirim, Erdinc
;
Corbet, Shaen
- In:
Finance research letters
31
(
2019
),
pp. 155-164
Persistent link: https://www.econbiz.de/10012421267
Saved in:
5
Analyst recommendations and volatility in a rising, falling, and crisis equity market
Corbet, Shaen
;
Dowling, Michael
;
Cummins, Mark
- In:
Finance research letters
15
(
2015
),
pp. 187-194
Persistent link: https://www.econbiz.de/10011553187
Saved in:
6
Time varying stock return predictability : evidence from US sectors
Guidolin, Massimo
;
McMillan, David G.
;
Wohar, Mark E.
- In:
Finance research letters
10
(
2013
)
1
,
pp. 34-40
Persistent link: https://www.econbiz.de/10009728606
Saved in:
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