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Stock return predictability or mismeasured risk?
Clare, Andrew D. - In: Applied financial economics 7 (1997) 6, pp. 679-687
Persistent link: https://www.econbiz.de/10001240753
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The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi; Franci, Leonardo; Torluccio, Giuseppe - In: Applied financial economics 24 (2014) 19/21, pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
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Signalling in UK capital markets
Brookfield, David - In: Applied financial economics 6 (1996) 6, pp. 511-517
Persistent link: https://www.econbiz.de/10001217469
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Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael; Kearney, Colm - In: Applied financial economics 22 (2012) 22/24, pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
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Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom - In: Applied financial economics 7 (1997) 6, pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
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The causal modelling on equity market innovations : fit or forecast?
Kim, Jin Woong; Bessler, David A. - In: Applied financial economics 17 (2007) 7/9, pp. 635-646
Persistent link: https://www.econbiz.de/10003491207
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The monetary model of the exchange rate and equities : an ARDL bounds testing approach
Morley, Bruce - In: Applied financial economics 17 (2007) 4/6, pp. 391-397
Persistent link: https://www.econbiz.de/10003446043
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Do consumption-based asset pricing models explain return predictability?
Marquering, Wessel A. - In: Applied financial economics 16 (2006) 14, pp. 1019-1027
Persistent link: https://www.econbiz.de/10003377861
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Optimal forecasting model selection and data characteristics
Fildes, Robert; Madden, Gary; Tan, Joachim - In: Applied financial economics 17 (2007) 13/15, pp. 1251-1264
Persistent link: https://www.econbiz.de/10003590639
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Volatility forecasting in emerging markets with application of stochastic volatility model
Huang, Alex - In: Applied financial economics 21 (2011) 7/9, pp. 665-681
Persistent link: https://www.econbiz.de/10009153213