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Structural breaks, incomplete information and stock prices
Timmermann, Allan - 1998
Persistent link: https://www.econbiz.de/10000168054
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Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000994249
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The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan; Timmermann, Allan; White, Halbert - 1998
Persistent link: https://www.econbiz.de/10000994251
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Modelling dependence in high dimensions with factor copulas
Oh, Dong Hwan; Patton, Andrew J. - 2015
Persistent link: https://www.econbiz.de/10011409384
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Multiple-bank lending : diversification and free-riding in monitoring
Carletti, Elena; Cerasi, Vittoria; Daltung, Sonja - 2004
Persistent link: https://www.econbiz.de/10002110804
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Modelling bid-ask spreads in competitive dealership markets
Koopman, Siem Jan; Lai, Hung-neng - 1999
Persistent link: https://www.econbiz.de/10001415847
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Are "market neutral" hedge funds really market neutral?
Patton, Andrew J. - 2004
Persistent link: https://www.econbiz.de/10002815328
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Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 1999
Persistent link: https://www.econbiz.de/10001615056
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Fractional integration and mean reversion in stock prices
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001615066