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~isPartOf:"International review of financial analysis"
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International review of financial analysis
Journal of econometrics
135
Economics letters
78
Econometric theory
62
Econometric reviews
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Discussion paper / Tinbergen Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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CREATES research paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
European journal of operational research : EJOR
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The European journal of finance
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Cowles Foundation Discussion Paper
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Oxford bulletin of economics and statistics
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1
Expected long-term rates of return when short-term returns are serially correlated
Mork, Knut Anton
;
Trønnes, Haakon Andreas
- In:
International review of financial analysis
88
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014462437
Saved in:
2
Are carry, momentum and value still there in currencies?
Hutchinson, Mark
;
Kyziropoulos, Panagiotis E.
;
O'Brien, John
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455045
Saved in:
3
Stock returns, quantile autocorrelation, and volatility forecasting
Zhao, Yixiu
;
Upreti, Vineet
;
Cai, Yuzhi
- In:
International review of financial analysis
73
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012803612
Saved in:
4
Revisiting the asymmetric dynamic dependence of stock returns : evidence from a quantile autoregression model
Zhu, Huiming
;
Li, Zhao-Lai
;
You, Wan-hai
;
Zeng, Zhaofa
- In:
International review of financial analysis
40
(
2015
),
pp. 142-153
Persistent link: https://www.econbiz.de/10011475708
Saved in:
5
Long memory and level shifts in REITs returns and volatility
Assaf, Ata
- In:
International review of financial analysis
42
(
2015
),
pp. 172-182
Persistent link: https://www.econbiz.de/10011573409
Saved in:
6
The determinants of quantile autocorrelations : evidence from the UK
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of financial analysis
29
(
2013
),
pp. 51-61
Persistent link: https://www.econbiz.de/10010244128
Saved in:
7
Evidence of an asymmetry in the relationship between volatility and autocorrelation
McKenzie, Michael D.
;
Kim, Suk-Joong
- In:
International review of financial analysis
16
(
2007
)
1
,
pp. 22-40
Persistent link: https://www.econbiz.de/10003407485
Saved in:
8
Modeling conditional return autocorrelation
McKenzie, Michael D.
;
Faff, Robert W.
- In:
International review of financial analysis
14
(
2005
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10002737791
Saved in:
9
Impact of stock option listings on return and risk characteristics in Finland
Sahlström, Petri
- In:
International review of financial analysis
10
(
2001
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10001573044
Saved in:
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