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On the usefulness of linear factor models in predicting expected returns in mean-variance analysis
Fletcher, Jonathan; Hillier, Joe - In: International review of financial analysis 11 (2002) 4, pp. 449-466
Persistent link: https://www.econbiz.de/10001745125
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Forecasting the yield curve with linear factor models
Matsumura, Marco Shinobu; Moreira, Ajax; Vicente, José … - In: International review of financial analysis 20 (2011) 5, pp. 237-243
Persistent link: https://www.econbiz.de/10009492131
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Can the Chinese volatility index reflect investor sentiment?
Long, Wen; Zhao, Manyi; Tang, Yeran - In: International review of financial analysis 73 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012803434
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Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin; Zhang, Li; Li, Lihong - In: International review of financial analysis 88 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
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A new weighting-scheme for equity indexes
Aboura, Sofiane; Chevallier, Julien - In: International review of financial analysis 54 (2017), pp. 159-175
Persistent link: https://www.econbiz.de/10011878211
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The effects of markets, uncertainty and search intensity on bitcoin returns
Panagiōtidēs, Theodōros; Stengos, Thanasēs; … - In: International review of financial analysis 63 (2019), pp. 220-242
Persistent link: https://www.econbiz.de/10012207452
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Review of new trends in the literature on factor models and mutual fund performance
Mateus, Irina Bezhentseva; Mateus, Cesario; Todorovic, … - In: International review of financial analysis 63 (2019), pp. 344-354
Persistent link: https://www.econbiz.de/10012207515
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Factor models for Chinese A-shares
Hanauer, Matthias; Jansen, Maarten; Swinkels, Laurens; … - In: International review of financial analysis 91 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014446984
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Forecasting UK and US interest rates using continuous time term structure models
Byers, S. L.; Nowman, K. B. - In: International review of financial analysis 7 (1998) 3, pp. 191-206
Persistent link: https://www.econbiz.de/10001356589
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Stochastic properties and predictability of intraday Taiwan exchange rates
Chen, An-Sing; Leung, Mark T. - In: International review of financial analysis 7 (1998) 3, pp. 207-220
Persistent link: https://www.econbiz.de/10001356592