Narrow search
Showing 1 - 10 of 153
Cover Image
Causal relationship among cryptocurrencies : a conditional quantile approach
Kim, Myeong Jun; Nguyen Phuc Canh; Park, Sung Y. - In: Finance research letters 42 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10014580414
Cover Image
Quantile-based GARCH-MIDAS : estimating value-at-risk using mixed-frequency information
Xu, Yan; Wang, Xinyu; Liu, Hening - In: Finance research letters 43 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10014632411
Cover Image
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark; Stentoft, Lars; Zhu, Xiaotian - In: Finance research letters 64 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Cover Image
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor; Rummel, Ole - In: Finance research letters 55 (2023) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Cover Image
Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors
Peng, Zhen; Dong, Chaohua - In: Finance research letters 47 (2022) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10013553859
Cover Image
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
Cover Image
Estimation for generalized linear cointegration regression models through composite quantile regression approach
Liu, Bingqi; Pang, Tianxiao; Cheng, Siang - In: Finance research letters 65 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014563764
Cover Image
The effect of board gender diversity on corporate social performance : an instrumental variable quantile regression approach
Bruna, Maria Giuseppina; Dang, Rey; Ammari, Aymen; … - In: Finance research letters 40 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012819826
Cover Image
The impact of COVID-19 on the degree of dependence and structure of risk-return relationship : a quantile regression approach
Azimli, Asil - In: Finance research letters 36 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012484188
Cover Image
A note on the behavior of Chinese commodity markets
Fan, John Hua; Todorova, Neda - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012485380