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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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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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Momentum and crash sensitivity
Ruenzi, Stefan; Weigert, Florian - In: Economics letters 165 (2018), pp. 77-81
Persistent link: https://www.econbiz.de/10011973844
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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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Uncertainty of household inflation expectations : reconciling point and density forecasts
Zhao, Yongchen - In: Economics letters 234 (2024), pp. 1-5
Persistent link: https://www.econbiz.de/10015066382
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GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David; Hoogerheide, Lennart F. - In: Economics letters 123 (2014) 2, pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
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Fat tails in leading indicators
Kiss, Tamás; Österholm, Pär - In: Economics letters 193 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012509103
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On the pricing of expected idiosyncratic skewness
Cui, Xiangyu; Guan, Zheng - In: Economics letters 216 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013448356
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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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Prediction bias correction for dynamic term structure models
Raviv, Eran - In: Economics letters 129 (2015), pp. 112-115
Persistent link: https://www.econbiz.de/10011422051