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~isPartOf:"Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía"
~isPartOf:"Review of finance : journal of the European Finance Association"
~isPartOf:"Springer eBook Collection / Economics and Finance"
~subject:"Kapitalmarktrendite"
~subject:"Scientific modelling"
~subject:"Stock market"
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Kapitalmarktrendite
Scientific modelling
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Capital market returns
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
Review of finance : journal of the European Finance Association
Springer eBook Collection / Economics and Finance
The review of financial studies
125
Working paper / National Bureau of Economic Research, Inc.
102
NBER working paper series
95
Journal of financial and quantitative analysis : JFQA
91
NBER Working Paper
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The journal of futures markets
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International review of financial analysis
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SpringerLink / Bücher
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Econometric Institute research papers
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Journal of empirical finance
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Finance India : the quarterly journal of Indian Institute of Finance
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Journal of international financial markets, institutions & money
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The journal of financial research
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of economics & finance : IREF
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Review of asset pricing studies
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Springer eBook Collection
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk and financial management : JRFM
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Research paper series / Swiss Finance Institute
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1
Long-horizon stock returns are positively skewed
Farago, Adam
;
Hjalmarsson, Erik
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
2
,
pp. 495-538
Persistent link: https://www.econbiz.de/10014317892
Saved in:
2
ETF arbitrage, non-fundamental demand, and return predictability
Brown, David C.
;
Davies, Shaun William
;
Ringgenberg, …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
4
,
pp. 937-972
Persistent link: https://www.econbiz.de/10012594627
Saved in:
3
Univariate autoregressive conditional heteroskedasticity models : an application to the Peruvian stock market returns
Bedón, Paul
;
Rodriguez, Gabriel
-
2015
Persistent link: https://www.econbiz.de/10011415340
Saved in:
4
A stochastic volatility model with GH skew student's t-distribution : application to Latin-American stock returns
Lengua Lafosse, Patricia
;
Bayes, Cristian
;
Rodriguez, …
-
2015
Persistent link: https://www.econbiz.de/10011415404
Saved in:
5
Asset growth and stock market returns : a time-series analysis
Wen, Quan
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
3
,
pp. 599-628
Persistent link: https://www.econbiz.de/10012035115
Saved in:
6
An application of a short memory model with random level shifts to the volatility of Latin American stock market returns
Rodriguez, Gabriel
;
Tramontana, Roxana
-
2014
Persistent link: https://www.econbiz.de/10011413259
Saved in:
7
Stochastic volatility in peruvian stock market and exchange rate returns : a bayesian approximation
Alanya, Willy
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011414218
Saved in:
8
Volatility of stock market and exchange rate returns in Peru : long memory or short memory with level shifts?
Herrera Aramburú, Andrés
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415135
Saved in:
9
Extreme value theory : an application to the Peruvian stock market returns
Calderón Vela, Alfredo
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415274
Saved in:
10
Distinguishing between true and spurious long memory in the volatility of stock market returns in Latin America
Pardo Fidueroa, Renzo
;
Rodriguez, Gabriel
-
2014
Persistent link: https://www.econbiz.de/10011415308
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