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Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.; Andrada Félix, Julián; … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
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Improved beta modeling and forecasting : an unobserved component approach with conditional heteroscedastic disturbances
Ortas, E.; Salvador, Manuel; Moneva, J. M. - In: The North American journal of economics and finance : a … 31 (2015), pp. 27-51
Persistent link: https://www.econbiz.de/10011511029
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Moment matching versus Bayesian estimation : backward-looking behaviour in a New-Keynesian baseline model
Franke, Reiner; Jang, Tae-Seok; Sacht, Stephen - In: The North American journal of economics and finance : a … 31 (2015), pp. 126-154
Persistent link: https://www.econbiz.de/10011511069
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Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J. - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
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The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas; Auer, Benjamin R. - In: The North American journal of economics and finance : a … 43 (2018), pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
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Estimation of spot volatility with superposed noisy data
Liu, Qiang; Liu, Yiqi; Liu, Zhi; Wang, Li - In: The North American journal of economics and finance : a … 44 (2018), pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
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The predictive content of the term premium for GDP growth in Canada : evidence from linear, Markov-switching and probit estimations
Lange, Ronald Henry - In: The North American journal of economics and finance : a … 44 (2018), pp. 80-91
Persistent link: https://www.econbiz.de/10012036297
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The expected real yield and inflation components of the nominal yield curve
Lange, Ronald H. - In: The North American journal of economics and finance : a … 39 (2017), pp. 1-18
Persistent link: https://www.econbiz.de/10011878571
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Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
Li, Leon - In: The North American journal of economics and finance : a … 40 (2017), pp. 116-135
Persistent link: https://www.econbiz.de/10011878799
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A novel self-organizing constructive neural network for estimating aircraft trip fuel consumption
Khan, Waqar Ahmed; Chung, Sai Ho; Ma, Hoi-Lam; Liu, Shi … - In: Transportation research / E : an international journal 132 (2019), pp. 72-96
Persistent link: https://www.econbiz.de/10012133370