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ECONIS (ZBW)
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1
Fat tails in leading indicators
Kiss, Tamás
;
Österholm, Pär
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509103
Saved in:
2
Asymmetric competition, risk, and return distribution
Mundt, Philipp
;
Oh, Ilfan
- In:
Economics letters
179
(
2019
),
pp. 29-32
Persistent link: https://www.econbiz.de/10012121678
Saved in:
3
Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour
Caferra, Rocco
;
Morone, Andrea
;
Potì, Valerio
- In:
Economics letters
218
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013466467
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4
Heavy tails and copulas : limits of diversification revisited
Ibragimov, Rustam Ju.
;
Prokhorov, Artem
- In:
Economics letters
149
(
2016
),
pp. 102-107
Persistent link: https://www.econbiz.de/10011620157
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5
A switching model with flexible threshold variable : with an application to nonlinear dynamics in stock returns
Massacci, Daniele
- In:
Economics letters
119
(
2013
)
2
,
pp. 199-203
Persistent link: https://www.econbiz.de/10009745760
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6
Long-term dependence in stock returns
Barkoulas, John T.
- In:
Economics letters
53
(
1996
)
3
,
pp. 253-259
Persistent link: https://www.econbiz.de/10001216270
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7
A mixed frequency approach for stock returns and valuation ratios
Dergiades, Theologos
;
Milas, Costas
;
Panagiōtidēs, …
- In:
Economics letters
187
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504317
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8
Asymmetric extreme tails and prospective utility of momentum returns
Gregory-Allen, Russell B.
;
Lu, Helen
;
Stork, Philip
- In:
Economics letters
117
(
2012
)
1
,
pp. 295-297
Persistent link: https://www.econbiz.de/10009697756
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9
Density prediction of stock index returns using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.
;
Ardia, David
;
Corré, Nienke
- In:
Economics letters
116
(
2012
)
3
,
pp. 322-325
Persistent link: https://www.econbiz.de/10009674398
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10
Nearly unbiased estimation of sample skewness
Li, Yifan
- In:
Economics letters
192
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012508586
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