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Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel - In: Journal of banking & finance 126 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
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Monitoring memory parameter change-points in long-memory time series
Chen, Zhanshou; Xiao, Yanting; Li, Fuxiao - In: Empirical economics : a quarterly journal of the … 60 (2021) 5, pp. 2365-2389
Persistent link: https://www.econbiz.de/10012585571
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Characterizing the financial cycle : evidence from a frequency domain analysis
Strohsal, Till; Proaño Acosta, Christian; Wolters, Jürgen - In: Journal of banking & finance 106 (2019), pp. 568-591
Persistent link: https://www.econbiz.de/10012224351
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Out-of-sample equity premium predictability and sample split-invariant inference
Kolev, Gueorgui I.; Karapandža, Raša - In: Journal of banking & finance 84 (2017), pp. 188-201
Persistent link: https://www.econbiz.de/10011816844
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Testing for relevant dependence change in financial data : a CUSUM copula approach
Kutzker, Tim; Stark, Florian; Wied, Dominik - In: Empirical economics : a quarterly journal of the … 60 (2021) 4, pp. 1875-1894
Persistent link: https://www.econbiz.de/10012490683
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Accurate minimum capital risk requirements : a comparison of several approaches
Grané, A.; Veiga, H. - In: Journal of banking & finance 32 (2008) 11, pp. 2482-2492
Persistent link: https://www.econbiz.de/10003787231
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Confidence intervals for probabilities of default
Hanson, Samuel G.; Schuermann, Til - In: Journal of banking & finance 30 (2006) 8, pp. 2281-2301
Persistent link: https://www.econbiz.de/10003355794
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Candlestick technical trading strategies : can they create value for investors?
Marshall, Ben R.; Young, Martin R.; Rose, Lawrence Craig - In: Journal of banking & finance 30 (2006) 8, pp. 2303-2323
Persistent link: https://www.econbiz.de/10003355795
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Leveraged carry trade portfolios
Darvas, Zsolt M. - In: Journal of banking & finance 33 (2009) 5, pp. 944-957
Persistent link: https://www.econbiz.de/10003836459
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Testing for negative expected market return premia
Eleswarapu, Venkat R.; Thompson, Rex - In: Journal of banking & finance 31 (2007) 6, pp. 1755-1770
Persistent link: https://www.econbiz.de/10003483296