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A price dynamic equilibrium model with trading volume weights based on a price-volume probability wave differential equation
Shi, Leilei; Wang, Binghong; Guo, Xinshuai; Li, Honggang - In: International review of financial analysis 74 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012803796
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Real-time forecast of DSGE models with time-varying volatility in GARCH form
Çekin, Semih Emre; Ivashchenko, Sergey; Gupta, Rangan; … - In: International review of financial analysis 93 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014543555
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Evaluating a non-linear asset pricing model on international data
Asgharian, Hossein; Karlsson, Sonnie - In: International review of financial analysis 17 (2008) 3, pp. 604-621
Persistent link: https://www.econbiz.de/10003764509
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Real-time macroeconomic data and ex ante stock return predictability
Döpke, Jörg; Hartmann, Daniel; Pierdzioch, Christian - In: International review of financial analysis 17 (2008) 2, pp. 274-290
Persistent link: https://www.econbiz.de/10003765017
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Conditional VaR using EVT : towards a planned margin scheme
Bhattacharyya, Malay; Ritolia, Gopal - In: International review of financial analysis 17 (2008) 2, pp. 382-395
Persistent link: https://www.econbiz.de/10003765109
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Portfolio selection subject to experts' judgments
Smimou, Kamal; Bector, Chhajju R.; Jacoby, G. - In: International review of financial analysis 17 (2008) 5, pp. 1036-1054
Persistent link: https://www.econbiz.de/10003792391
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How long memory in volatility affects true dependence structure
Mendes, Beatriz Vaz de Melo; Kolev, Nikolai - In: International review of financial analysis 17 (2008) 5, pp. 1070-1086
Persistent link: https://www.econbiz.de/10003792442
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Are survey forecasts of individual and institutional investor sentiments rational?
Verma, Rahul; Verma, Priti - In: International review of financial analysis 17 (2008) 5, pp. 1139-1155
Persistent link: https://www.econbiz.de/10003792455
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A note on takeover success prediction
Branch, Ben Shirley; Wang, Jia; Yang, Taewon - In: International review of financial analysis 17 (2008) 5, pp. 1186-1193
Persistent link: https://www.econbiz.de/10003792481
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How to quantify the influence of correlations on investment diversification
Medo, Matúš; Yeung, Chi ho; Zhang, Yi-cheng - In: International review of financial analysis 18 (2009) 1/2, pp. 34-39
Persistent link: https://www.econbiz.de/10003850302