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Stock price fluctuation and the business cycle in the BRICS countries : a nonparametric quantiles causality approach
Shi, Guangping; Liu, Xiaoxing - In: Finance research letters 33 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430957
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Supervised kernel principal component analysis for forecasting
Fang, Puyi; Gao, Zhaoxing; Tsay, Ruey S. - In: Finance research letters 58 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014581032
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Nonparametric estimation and testing of stochastic discount factor
Fang, Ying; Ren, Yun; Yuan, Yufei - In: Finance research letters 8 (2011) 4, pp. 196-205
Persistent link: https://www.econbiz.de/10009425853
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Revisiting the impact of financial depth on growth : a semi-parametric approach
Polemis, Michael; Stengos, Thanasēs; Tzeremes, Nickolaos G. - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012483392
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Does Chinese investor sentiment predict Asia-pacific stock markets? : evidence from a nonparametric causality-in-quantiles test
Li, Xiao - In: Finance research letters 38 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012485085
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The role of partisan conflict in forecasting the U.S. equity premium : a nonparametric approach
Gupta, Rangan; Muteba Mwamba, John; Wohar, Mark E. - In: Finance research letters 25 (2018), pp. 131-136
Persistent link: https://www.econbiz.de/10012003489
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Does institutional trading drive commodities prices away from their fundamentals : evidence from a nonparametric causality-in-quantiles test
Babalos, Vassilios; Balcilar, Mehmet - In: Finance research letters 21 (2017), pp. 126-131
Persistent link: https://www.econbiz.de/10011807522
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Measuring investors’ risk aversion in China’s stock market
Wang, Tianyi; Zhou, Zipeng - In: Finance research letters 42 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10014580420
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Real and complex wavelets in asset classification : an application to the US stock market
Bruzda, Joanna - In: Finance research letters 21 (2017), pp. 115-125
Persistent link: https://www.econbiz.de/10011807518
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Dating the financial cycle with uncertainty estimates : a wavelet proposition
Ardila, Diego; Sornette, Didier - In: Finance research letters 19 (2016), pp. 298-304
Persistent link: https://www.econbiz.de/10011657731