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The generality of spurious predictability
Cho, Jin-Wan; Shin, Jhinyoung; Singh, Rajdeep - In: Finance research letters 1 (2004) 4, pp. 203-214
Persistent link: https://www.econbiz.de/10003307409
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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
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Unit root quantile autoregression testing with smooth structural changes
Li, Haiqi; Zheng, Chaowen - In: Finance research letters 25 (2018), pp. 83-89
Persistent link: https://www.econbiz.de/10012003465
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Dynamic autocorrelation of intraday stock returns
Xi, Dong; Feng, Shu; Ling, Leng; Song, Pingping - In: Finance research letters 20 (2017), pp. 274-280
Persistent link: https://www.econbiz.de/10011806947
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A value-at-risk forecastability indicator in the framework of a generalized autoregressive score with "asymmetric laplace distribution"
Dima, Bogdan; Dima, Ştefana Maria; Ioan, Roxana - In: Finance research letters 45 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10014575518
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Timing of tick size reduction : threshold and smooth transition model analysis
Maruyama, Hiroyuki; Tabata, Tomoaki - In: Finance research letters 45 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014576141
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Volatility forecast with the regularity modifications
Zhu, Qinwen; Diao, Xundi; Wu, Chongfeng - In: Finance research letters 58 (2023) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10014582373
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Homogeneous analysis on network effects in network autoregressive model
Zhao, Jiayang; Liu, Jie - In: Finance research letters 58 (2023) 4, pp. 1-10
Persistent link: https://www.econbiz.de/10014633535
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Covid-19 and stock market volatility : a clustering approach for S&P 500 industry indices
Lúcio, Francisco; Caiado, Jorge - In: Finance research letters 49 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013479311
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Estimation of fixed effects partially linear varying coefficient spatial autoregressive model with disturbances correlated in space and time
Li, Bogui; Chen, Hao - In: Finance research letters 59 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014445336