Narrow search
Showing 1 - 10 of 547
Cover Image
Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
Tunaru, Diana - In: International review of financial analysis 52 (2017), pp. 119-129
Persistent link: https://www.econbiz.de/10011868716
Cover Image
A melting pot : gold price forecasts under model and parameter uncertainty
Baur, Dirk G.; Beckmann, Joscha; Czudaj, Robert - In: International review of financial analysis 48 (2016), pp. 282-291
Persistent link: https://www.econbiz.de/10011624523
Cover Image
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin; Tafakori, Laleh; Bee, Marco - In: International review of financial analysis 89 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Cover Image
Out-of-sample equity premium prediction in the presence of structural breaks
Yin, Anwen - In: International review of financial analysis 65 (2019), pp. 1-16
Persistent link: https://www.econbiz.de/10012208872
Cover Image
Long memory and fractional integration in high frequency data on the US dollar/British pound spot exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: International review of financial analysis 29 (2013), pp. 1-9
Persistent link: https://www.econbiz.de/10010244148
Cover Image
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos; Yfanti, Stavroula; Karoglou, Michail - In: International review of financial analysis 45 (2016), pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Cover Image
International stock return predictability
Smith, Simon C. - In: International review of financial analysis 78 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013255884
Cover Image
Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol; Lazar, Emese; Stanescu, Silvia - In: International review of financial analysis 30 (2013), pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Cover Image
The output gap and stock returns : do cyclical fluctuations predict portfolio returns?
Vivian, Andrew; Wohar, Mark E. - In: International review of financial analysis 26 (2013), pp. 40-50
Persistent link: https://www.econbiz.de/10009717221
Cover Image
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