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Sequential learning of cryptocurrency volatility dynamics : evidence based on a stochastic volatility model with jumps in returns and volatility
Huang, Jing-Zhi; Huang, Zhijian; Xu, Li - In: The quarterly journal of finance 11 (2021) 2, pp. 1-37
Persistent link: https://www.econbiz.de/10012649885
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Predictability in sovereign bond returns using technical trading rules : do developed and emerging markets differ?
Fong, Tom; Wu, Shui Tang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012660179
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International stock return predictability
Smith, Simon C. - In: International review of financial analysis 78 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013255884
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Model comparison tests of linear factor models in U.K. stock returns
Fletcher, Jonathan - In: Finance research letters 28 (2019), pp. 281-291
Persistent link: https://www.econbiz.de/10012388326
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Mutual funds dynamics and economic predictors
Amisano, Gianni; Savona, Roberto - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 302-330
Persistent link: https://www.econbiz.de/10011987457
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An empirical examination of the diversification benefits of U.K. international equity closed-end funds
Fletcher, Jonathan - In: International review of financial analysis 55 (2018), pp. 23-34
Persistent link: https://www.econbiz.de/10012005160
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Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market
Huptas, Roman - In: Quantitative finance 18 (2018) 5, pp. 749-760
Persistent link: https://www.econbiz.de/10011907915
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Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions
Chan, Jennifer So-Kuen; Kok Haur Ng; Ragell, Rachel - In: International review of economics & finance : IREF 61 (2019), pp. 188-212
Persistent link: https://www.econbiz.de/10012205409
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The time-varying asymmetry of exchange rate returns : a stochastic volatility : stochastic skewness model
Iseringhausen, Martin - In: Journal of empirical finance 58 (2020), pp. 275-292
Persistent link: https://www.econbiz.de/10012430700
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Have risk premia vanished?
Smith, Simon C.; Timmermann, Allan - In: Journal of financial economics 145 (2022) 2,2, pp. 553-576
Persistent link: https://www.econbiz.de/10013474424