Similar Search Results - EconBiz

Expected asset returns and financial risks : some empirical evidence on Swedish data

Nummelin, Kim - 1994

Persistent link: https://www.econbiz.de/10000883272

Inflation, inflation risk, and stock returns

Ammer, John - 1994

Persistent link: https://www.econbiz.de/10000885226

Fluctuating confidence and stock-market returns

David, Alexander - 1993

Persistent link: https://www.econbiz.de/10000881758

Stylized facts of financial time series and three popular models of volatility

Malmsten, Hans (contributor); Teräsvirta, Timo (contributor) - 2004 - [Elektronische Ressource], Rev. September 3, 2004

Properties of three well-known and frequently applied first-order models for modelling and forecasting volatility in financial series such as stock and exchange rate returns are considered. These are the standard Generalized Autoregressive Conditional Heteroskedasticity (GARCH), the Exponential...

Persistent link: https://www.econbiz.de/10002199620

Financial asset returns, direction-of-change forecasting, and volatility dynamics

Christoffersen, Peter F. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002100081

Forecasting the term structure of government bond yields

Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001727236

The negative news threshold : an explanation for negative skewness in stock returns

Ekholm, Anders (contributor); Pasternack, Daniel (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001641822

Success factors in asset management

Engström, Stefan - 2001

Persistent link: https://www.econbiz.de/10001628153

A no-arbitrage approach to range-based estimation of return covariances and correlations

Brandt, Michael W. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001785523

Strategic returns to international diversification : an application to the equity markets of Europe, Japan, and North America

Ammer, John; Mei, Jianping - 1995

Persistent link: https://www.econbiz.de/10000935406

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