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Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den; Jansen, Pieter W. - In: Applied financial economics 23 (2013) 7/9, pp. 749-765
Persistent link: https://www.econbiz.de/10009750989
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Nonparametric conditional density estimation of short-term interest rate movements : procedures, results and risk management implications
Kalda, Ankit; Siddiqui, Sikandar - In: Applied financial economics 23 (2013) 7/9, pp. 671-684
Persistent link: https://www.econbiz.de/10009750636
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Long range dependence in Stock market returns
Christodoulou-Volos, Christos; Siokis, Fotios M. - In: Applied financial economics 16 (2006) 18, pp. 1331-1338
Persistent link: https://www.econbiz.de/10003397226
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Comparing forecasting ability of parametric and non-parametric methods : an application with Canadian monthly interest rates
Saltoǧlu, Burak - In: Applied financial economics 13 (2003) 3, pp. 169-176
Persistent link: https://www.econbiz.de/10001742845
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Downside risk for European equity markets
Cotter, John - In: Applied financial economics 14 (2004) 10, pp. 707-716
Persistent link: https://www.econbiz.de/10002111041
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Volatility amongst firms in the Dow Jones Eurostoxx50 Index
Xuan Vinh Vo; Daly, Kevin James - In: Applied financial economics 18 (2008) 7/9, pp. 569-582
Persistent link: https://www.econbiz.de/10003739231
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An empirical analysis of the German long-term interest rate
Butter, Frank A. G. den; Jansen, Pieter W. - In: Applied financial economics 14 (2004) 10, pp. 731-741
Persistent link: https://www.econbiz.de/10002111050
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Testing for bubbles : an application of tests for change in persistence
Sollis, Robert - In: Applied financial economics 16 (2006) 6, pp. 491-498
Persistent link: https://www.econbiz.de/10003335024
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International momentum effects : a reappraisal of empirical evidence
Pan, Ming-Shiun; Hsueh, Paul L. - In: Applied financial economics 17 (2007) 16/18, pp. 1409-1420
Persistent link: https://www.econbiz.de/10003605847
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The smooth transition GARCH model: application to international stock indexes
Khemiri, Rim - In: Applied financial economics 21 (2011) 7/9, pp. 555-562
Persistent link: https://www.econbiz.de/10009153250