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Spillovers of senior mutual fund managers' capital raising ability : job market paper
Xu, Yue - 2022 - This version: December 2, 2021
Persistent link: https://www.econbiz.de/10012816340
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The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom; Pedersen, Thomas Q. - 2009
Persistent link: https://www.econbiz.de/10003865691
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Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim; Sizova, Natalia; Tauchen, George Eugene - 2009
Persistent link: https://www.econbiz.de/10003849492
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Realized volatility and multipower variation
Andersen, Torben; Todorov, Viktor - 2009
Persistent link: https://www.econbiz.de/10003892558
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Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003978304
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Smooth transition patterns in the realized stock bond correlation
Aslanidis, Nektarios; Christiansen, Charlotte - 2010
Persistent link: https://www.econbiz.de/10003956890
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Estimation of jump tails
Bollerslev, Tim; Todorov, Viktor - 2010
Persistent link: https://www.econbiz.de/10003959796
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Sign and quantiles of the realized stock-bond correlation
Aslanidis, Nektarios; Christiansen, Charlotte - 2010
Persistent link: https://www.econbiz.de/10008651648
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A duration hidden Markov model for the identification of regimes in stock market returns
Ntantamis, Christos - 2010
Persistent link: https://www.econbiz.de/10008651655
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The risk-return tradeoff and leverage effect in a stochastic volatility-in-mean model
Christensen, Bent Jesper; Posedel Šimović, Petra - 2010
Persistent link: https://www.econbiz.de/10008651660