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Superstitious seasonality in precious metals markets? : evidence from GARCH models with time-varying skewness and kurtosis
Auer, Benjamin R.
- In:
Applied economics
47
(
2015
)
25/27
,
pp. 2844-2859
Persistent link: https://www.econbiz.de/10010519853
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Can consumption-based asset pricing models using monetary conditioning variables explain the cross-section of German stock returns?
Auer, Benjamin R.
- In:
Applied economics
45
(
2013
)
25/27
,
pp. 3564-3573
Persistent link: https://www.econbiz.de/10010345895
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