Narrow search
Showing 1 - 10 of 12
Cover Image
Earnings forecasts and the predictability of stock returns : evidence from trading the S & P
Lander, Joel - 1997
Persistent link: https://www.econbiz.de/10000956693
Cover Image
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
Cover Image
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
Cover Image
Modeling and forecasting realized volatility
Anderson, Torben G. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
Cover Image
Value at Risk (VaR) models : a comparative analysis of parametric and non parametric approaches
Ajassa, Giovanni (contributor);  … - 1998
Persistent link: https://www.econbiz.de/10001435254
Cover Image
Stock market fluctuations and the term structure
Zhou, Chunsheng - 1996
Persistent link: https://www.econbiz.de/10000930617
Cover Image
Forecasting long- and short-horizon stock returns in a unified framework
Zhou, Chunsheng - 1996
Persistent link: https://www.econbiz.de/10000931475
Cover Image
Correlation structure of international equity markets during extremely volatile periods
Longin, François M.; Solnik, Bruno - 1998
Persistent link: https://www.econbiz.de/10000996169
Cover Image
Volatility clustering, asymmetry and hysteresis in stock returns : international evidence
Crouhy, Michel; Rockinger, Michael - 1994
Persistent link: https://www.econbiz.de/10000907916