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Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index : what forms of nonlinearity help improve forecast accuracy the most?
Nonejad, Nima - In: Finance research letters 46 (2022) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013341402
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The relationship between commodity markets and commodity mutual funds : a wavelet-based analysis
Antonakakis, Nikolaos; Chang, Tsangyao; Cuñado … - In: Finance research letters 24 (2018), pp. 1-9
Persistent link: https://www.econbiz.de/10011982439
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Innovative efficiency and stock returns : should we care about nonlinearity?
Basse Mama, Houdou - In: Finance research letters 24 (2018), pp. 81-89
Persistent link: https://www.econbiz.de/10011982471
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Nonlinear effect of subordinated debt changes on bank performance
Ryu, Doojin; Yu, Jinyoung - In: Finance research letters 38 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012490213
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Public debt : economic growth nexus in emerging and developing economies : exploring nonlinearity
Augustine, Blessy; Rafi, O. P. C. Muhammed - In: Finance research letters 52 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472016
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CSR & financial performance : facing methodological and modeling issues commentary paper to the eponymous FRL article collection
Bruna, Maria Giuseppina; Ben Lahouel, Bechir - In: Finance research letters 44 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014494735
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The only certainty is uncertainty : An analysis of the impact of COVID-19 uncertainty on regional stock markets
Szczygielski, Jan Jakub; Bwanya, Princess Rutendo; … - In: Finance research letters 43 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10014632284
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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter; Ewald, Christian-Oliver; Xiao, Yajun - In: Finance research letters 5 (2008) 3, pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
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Modeling the leverage effect with copulas and realized volatility
Ning, Cathy Q.; Xu, Dinghai; Wirjanto, Tony S. - In: Finance research letters 5 (2008) 4, pp. 221-227
Persistent link: https://www.econbiz.de/10003786354
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Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie; Gray, Philip K. - In: Finance research letters 2 (2005) 1, pp. 41-50
Persistent link: https://www.econbiz.de/10002685784