Narrow search
Showing 61 - 70 of 718
Cover Image
A three-factor stochastic model for forecasting production of energy materials
Bufalo, Michele; Orlando, Giuseppe - In: Finance research letters 51 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014304879
Cover Image
Market prices, analysts' predictions, and Covid19
Taussig, Roi D. - In: Finance research letters 46 (2022) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10013341445
Cover Image
Can skewness predict CNY-CNH spread?
Liu, Yiye; Han, Liyan; Wu, You - In: Finance research letters 46 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013341598
Cover Image
Economic evaluation of dynamic hedging strategies using high-frequency data
Lai, Yu-Sheng - In: Finance research letters 57 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014517872
Cover Image
Herding behavior in exploring the predictability of price clustering in cryptocurrency market
Hachicha, Fatma; Masmoudi, Afif; Abid, Ilyes; Obeid, Hassan - In: Finance research letters 57 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014526672
Cover Image
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong; Liu, Junjie; Hao, Xiaozhen - In: Finance research letters 64 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Cover Image
A self-attention based cross-sectional return forecasting model with evidence from the Chinese market
Xiao, Xiang; Hua, Xia; Qin, Kexin - In: Finance research letters 62 (2024) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014530926
Cover Image
Robust consumption and portfolio rules with time-varying model confidence
Jang, Bong-Gyu; Lee, Seungkyu; Lim, Byung Hwa - In: Finance research letters 18 (2016), pp. 342-352
Persistent link: https://www.econbiz.de/10011657300
Cover Image
Portfolio optimization using asymmetry robust mean absolute deviation model
Li, Ping; Han, Yingwei; Xia, Yong - In: Finance research letters 18 (2016), pp. 353-362
Persistent link: https://www.econbiz.de/10011657302
Cover Image
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin - In: Finance research letters 44 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014494772