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Another look at the forecast performance of ARFIMA models
Ellis, Craig; Wilson, Patrick James - In: International review of financial analysis 13 (2004) 1, pp. 63-81
Persistent link: https://www.econbiz.de/10002066889
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The Big Mac : more than a junk asset allocator?
Annaert, Jan - In: International review of financial analysis 6 (1997) 3, pp. 179-192
Persistent link: https://www.econbiz.de/10001248797
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The effects of uncertainty measures on the price of gold
Bilgin, Mehmet Huseyin; Gozgor, Giray; Lau, Chi Keung; … - In: International review of financial analysis 58 (2018), pp. 1-7
Persistent link: https://www.econbiz.de/10012006362
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Expected long-term rates of return when short-term returns are serially correlated
Mork, Knut Anton; Trønnes, Haakon Andreas - In: International review of financial analysis 88 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014462437
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The intraday behaviors and relationships with its underlying assets : evidence on option market in Taiwan
Lee, Mingchih; Chen, Chun-Da - In: International review of financial analysis 14 (2005) 5, pp. 587-603
Persistent link: https://www.econbiz.de/10003228991
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Estimation of the ARFIMA (p, d, q) fractional differencing parameter (d) using the classical rescaled adjusted range technique
Ellis, Craig - In: International review of financial analysis 8 (1999) 1, pp. 53-65
Persistent link: https://www.econbiz.de/10001446438
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The cointegration relationships among G-7 foreign exchange rates
Kang, Heejoon - In: International review of financial analysis 17 (2008) 3, pp. 446-460
Persistent link: https://www.econbiz.de/10003764421
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Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos; Rastegari, Javad; Stentoft, Lars - In: International review of financial analysis 87 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
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Real exchange rate behavior and optimum currency area in East Asia : evidence from Generalized Purchasing Power Parity
Mishra, Ritesh Kumar; Sharma, Chandan - In: International review of financial analysis 19 (2010) 3, pp. 205-213
Persistent link: https://www.econbiz.de/10008992300
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Forward premium anomaly of the British pound and the euro
Grossmann, Axel; Lee, Allissa A.; Simpson, Marc W. - In: International review of financial analysis 34 (2014), pp. 140-156
Persistent link: https://www.econbiz.de/10010528461