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The dynamic causality between gold and silver prices in China market : a rolling window bootstrap approach
Liu, Guo-Dong; Su, Chi-Wei - In: Finance research letters 28 (2019), pp. 101-106
Persistent link: https://www.econbiz.de/10012388020
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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
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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
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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
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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
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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
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Analysis of ultra-high-frequency financial data using advanced Fourier transforms
Giampaoli, Iacopo; Wing Lon Ng; Constantinou, Nick - In: Finance research letters 6 (2009) 1, pp. 47-53
Persistent link: https://www.econbiz.de/10003834761
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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
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Time series patterns in credit ratings
Parnes, Dror - In: Finance research letters 4 (2007) 4, pp. 217-226
Persistent link: https://www.econbiz.de/10003702498
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Financial volatility forecasting with range-based autoregressive volatility model
Li, Hongquan; Hong, Yongmiao - In: Finance research letters 8 (2011) 2, pp. 69-76
Persistent link: https://www.econbiz.de/10009301308