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Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management
Pesaran, M. Hashem; Zaffaroni, Paolo - 2005
Persistent link: https://www.econbiz.de/10003224850
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Seeking alpha from dividend announcements : big-data insights from joining CAR and EVA style analysis
Chakraborty, Atreya; Grant, James L.; Trahan, Emery Anthony - In: The journal of investing : JOI 30 (2021) 5, pp. 107-126
Persistent link: https://www.econbiz.de/10012613205
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Seeking alpha from stock splits
Chakraborty, Atreya; Grant, James L.; Trahan, Emery Anthony - In: The journal of investing : JOI 29 (2020) 4, pp. 77-91
Persistent link: https://www.econbiz.de/10013177881
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Detection of units with pervasive effects in large panel data models
Kapetanios, George; Pesaran, M. Hashem; Reese, S. - In: Journal of econometrics 221 (2021) 2, pp. 510-541
Persistent link: https://www.econbiz.de/10012619248