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Quantile prediction for Bitcoin returns using financial assets' realized measures
Kawakami, Tabito - In: Finance research letters 55 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014473030
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Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick; Reh, Laura - In: Finance research letters 56 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
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Impactful messaging : elite sentiment in Chinese new energy vehicle vs machine learning perspective
Gong, Xingyue; Jia, Guozhu - In: Finance research letters 57 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014526661
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On the efficient synthesis of short financial time series : a Dynamic Factor Model approach
Bitetto, Alessandro; Cerchiello, Paola; Mertzanis, Charilaos - In: Finance research letters 53 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472517
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Consumption growth and the time-varying expected stock returns
Møller, Stig Vinther - In: Finance research letters 5 (2008) 3, pp. 129-136
Persistent link: https://www.econbiz.de/10003769867
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tay's as good as cay
Brennan, Michael J.; Xia, Yihong - In: Finance research letters 2 (2005) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10002685412
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tay's as good as cay: reply
Lettau, Martin; Ludvigson, Sydney C. - In: Finance research letters 2 (2005) 1, pp. 15-22
Persistent link: https://www.econbiz.de/10002685533
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Evaluating density forecasts via the copula approach
Chen, Xiaohong; Fan, Yanqin - In: Finance research letters 1 (2004) 1, pp. 74-84
Persistent link: https://www.econbiz.de/10003307253
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A multivariate nonparametric test for return and volatility timing
Marquering, Wessel A.; Verbeek, Marno - In: Finance research letters 1 (2004) 4, pp. 250-260
Persistent link: https://www.econbiz.de/10003307431
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A note on the predictability of excess bond returns and regime shifts
Zhu, Xiaoneng - In: Finance research letters 8 (2011) 2, pp. 101-109
Persistent link: https://www.econbiz.de/10009301292