Narrow search
Showing 1 - 10 of 90
Cover Image
Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes
Chen, Bei; Gel, Yulia R.; Balakrishna, N.; Abraham, Bovas - In: Journal of forecasting 30 (2011) 1, pp. 51-71
Persistent link: https://www.econbiz.de/10009233916
Cover Image
A comparison of methods for bootstrapping in the local level model
Franco, Glaura C.; Souza, Reinaldo Castro - In: Journal of forecasting 21 (2002) 1, pp. 27-38
Persistent link: https://www.econbiz.de/10001650446
Cover Image
The information content of equity block trades on the Warsaw Stock Exchange : conventional and bootstrap approaches
Kurek, Bartosz - In: Journal of forecasting 35 (2016) 1, pp. 43-53
Persistent link: https://www.econbiz.de/10011417705
Cover Image
Testing equality of modified Sharpe ratios
Ardia, David; Boudt, Kris - In: Finance research letters 13 (2015), pp. 97-104
Persistent link: https://www.econbiz.de/10011552416
Cover Image
A bootstrap test for predictability of asset returns
Kim, Jae H.; Shamsuddin, Abul - In: Finance research letters 35 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
Cover Image
A parametric bootstrap to evaluate portfolio allocation models
Boynton, Wentworth; Chen, Fang - In: Finance research letters 25 (2018), pp. 76-82
Persistent link: https://www.econbiz.de/10012003460
Cover Image
On the uncertainty of art market returns
Charlin, Ventura; Cifuentes, Arturo - In: Finance research letters 21 (2017), pp. 186-189
Persistent link: https://www.econbiz.de/10011807769
Cover Image
Markowitz meets technical analysis : building optimal portfolios by exploiting information in trend-following signals
Santos, André A. P.; Torrent, Hudson S. - In: Finance research letters 49 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013478652
Cover Image
Modelling and forecasting time series sampled at different frequencies
Casals, José; Jerez, Miguel; Sotoca, Sonia - In: Journal of forecasting 28 (2009) 4, pp. 316-342
Persistent link: https://www.econbiz.de/10003869098
Cover Image
Temporal aggregation and risk-return relation
Jin, Xing; Wang, Leping; Yu, Jun - In: Finance research letters 4 (2007) 2, pp. 104-115
Persistent link: https://www.econbiz.de/10003477216