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Time-varying risk premia and the cross section of stock returns
Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914
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Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu; Caporin, Massimiliano; McAleer, Michael - 2012 - Rev.
Persistent link: https://www.econbiz.de/10009562985
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Understanding the risk-return tradeoff in the stock market
Guo, Hui (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001969582
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Is value premium a proxy for time-varying investment opportunities : some time series evidence
Guo, Hui (contributor) - 2005
to be robust using both the realized volatility model and the GARCH model, confirm that the value premium cannot be …
Persistent link: https://www.econbiz.de/10002995301
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Market timing with aggregate and idiosyncratic stock volatilities
Guo, Hui (contributor); Higbee, Jason (contributor) - 2005 - rev.
Persistent link: https://www.econbiz.de/10003344908
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Does stock market volatility forecast returns : the international evidence
Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979873
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Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates
Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115886
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On the real-time forecasting ability of the consumption-wealth ratio
Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979828
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Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008689064
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Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej; Etebari, Ahmad; Wisniewski, … - 2010
Persistent link: https://www.econbiz.de/10008695604