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Fully modified estimation with nearly integrated regressors
Hjalmarsson, Erik - In: Finance research letters 4 (2007) 2, pp. 92-94
Persistent link: https://www.econbiz.de/10003477213
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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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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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Analyzing the efficient market hypothesis with asymmetric persistence in cryptocurrencies : insights from the Fourier non-linear quantile unit root approach
Kilic, Emre; Yavuz, Ersin; Pazarci, Sevket; Kar, Asim - In: Finance research letters 58 (2023) 3, pp. 1-6
Persistent link: https://www.econbiz.de/10014631541
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Testing explosive bubbles with time-varying volatility : the case of Spanish public debt
Esteve García, Vicente; Prats Albentosa, María Asuncíon - In: Finance research letters 51 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014304848
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The MOSUM of squares test for monitoring variance changes
Hsu, Chih-chiang - In: Finance research letters 4 (2007) 4, pp. 254-260
Persistent link: https://www.econbiz.de/10003702522
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Performance hypothesis testing with the sharpe ratio : the case of hedge funds
Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 10 (2013) 4, pp. 196-208
Persistent link: https://www.econbiz.de/10010252332
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Confidence intervals for stress test predictions
Kopeliovich, Yaacov; Shea, Kevin - In: Finance research letters 55 (2023) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014472996
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The instability of the Pearson correlation coefficient in the presence of coincidental outliers
Kim, Yunmi; Kim, Tae-hwan; Ergün, Tolga - In: Finance research letters 13 (2015), pp. 243-257
Persistent link: https://www.econbiz.de/10011552545
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Estimating the expected shortfall of cryptocurrencies : an evaluation based on backtesting
Acereda, Beatriz; León Valle, Ángel Manuel; Mora, Juan - In: Finance research letters 33 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012430835