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Market efficiency in G-20 countries : the paradox of financial crisis
Vieito, João Paulo; Murthy, K. V. Bhanu; Tripathi, Vanita - In: Annals of financial economics 8 (2013) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10010192085
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Uncertainty related to infectious diseases and forecastability of the realized volatility of US treasury securities
Shiba, Sisa; Gupta, Rangan - In: Annals of financial economics 16 (2021) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10012656882
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Simple Bayesian forecast combination
Franses, Philip Hans - In: Annals of financial economics 15 (2020) 4, pp. 1-7
Persistent link: https://www.econbiz.de/10012643023
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Forecasting of oil and agricultural commodity prices : VARMA versus ARMA
Gülerce, Mustafa; Ünal, Gazanfer - In: Annals of financial economics 12 (2017) 3, pp. 1-30
Persistent link: https://www.econbiz.de/10011853465
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Evaluating the accuracy of tail risk forecasts for systemic risk measurement
Brownlees, Christian; Cavaliere, Giuseppe; Monti, Alice - In: Annals of financial economics 13 (2018) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10011931111
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This time it is different! : or not? : discounting past data when predicting the future
Franses, Philip Hans; Janssens, Eva - In: Annals of financial economics 13 (2018) 2, pp. 1-34
Persistent link: https://www.econbiz.de/10011931141
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On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian; Rohloff, Sebastian; Campe, Roland von - In: Annals of financial economics 18 (2023) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
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Infectious diseases-related uncertainty and the predictability of foreign exchange and bitcoin futures realized volatility
Shiba, Sisa; Cuñado Eizaguirre, Juncal; Gupta, Rangan; … - In: Annals of financial economics 18 (2023) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10014442581