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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
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Estimating the precise form of uncovered interest parity under the Stock-Watson dynamic OLS approach
Wu, Yimin - In: Finance research letters 67 (2024) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10015062945
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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
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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
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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
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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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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
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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
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Constructing a financial fragility index for emerging countries
Sensoy, Ahmet; Ozturk, Kevser; Hacihasanoglu, Erk - In: Finance research letters 11 (2014) 4, pp. 410-419
Persistent link: https://www.econbiz.de/10011300435
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Measuring the impact of extreme observations on CAPM alphas : some methodological issues
Moor, Lieven de; Sercu, Piet - In: Finance research letters 15 (2015), pp. 1-10
Persistent link: https://www.econbiz.de/10011552873