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Applied financial economics
International review of financial analysis
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Pacific-Basin finance journal
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1
The finite sample power of long-horizon predictive tests in models with financial
bubbles
Maynard, Alex
;
Ren, Dongmeng
- In:
International review of financial analysis
63
(
2019
),
pp. 418-430
Persistent link: https://www.econbiz.de/10012208194
Saved in:
2
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
3
Stock market
bubbles
, inflation and investment risk
Kaliva, Kasimir
;
Koskinen, Lasse
- In:
International review of financial analysis
17
(
2008
)
3
,
pp. 592-603
Persistent link: https://www.econbiz.de/10003764497
Saved in:
4
Speculative
bubbles
and the cross-sectional variation in stock returns
Anderson, Keith
;
Brooks, Chris
- In:
International review of financial analysis
35
(
2014
),
pp. 20-31
Persistent link: https://www.econbiz.de/10010529634
Saved in:
5
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
6
Structural breaks in volatility : the case of UK sector returns
McMillan, David G.
;
Wohar, Mark E.
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1079-1093
Persistent link: https://www.econbiz.de/10009317435
Saved in:
7
Self-affinity in financial asset returns
Goddard, John A.
;
Onali, Enrico
- In:
International review of financial analysis
24
(
2012
),
pp. 1-11
Persistent link: https://www.econbiz.de/10009688189
Saved in:
8
Bubbles
in China
Lehkonen, Heikki
- In:
International review of financial analysis
19
(
2010
)
2
,
pp. 113-117
Persistent link: https://www.econbiz.de/10008669494
Saved in:
9
Stock returns and real activity : is there still a connection?
Binswanger, Mathias
- In:
Applied financial economics
10
(
2000
)
4
,
pp. 379-387
Persistent link: https://www.econbiz.de/10001526315
Saved in:
10
Long memory and level shifts in REITs returns and volatility
Assaf, Ata
- In:
International review of financial analysis
42
(
2015
),
pp. 172-182
Persistent link: https://www.econbiz.de/10011573409
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