Narrow search
Showing 1 - 10 of 366
Cover Image
Nonparametric realized volatility estimation in the international equity markets
Vortelinos, Dimitrios I.; Thomakos, Dimitrios D. - In: International review of financial analysis 28 (2013), pp. 34-45
Persistent link: https://www.econbiz.de/10009762711
Cover Image
A nonparametric approach to model the term structure of interest rates : the case of Chile
Fernández, Viviana - In: International review of financial analysis 10 (2001) 2, pp. 99-122
Persistent link: https://www.econbiz.de/10001603130
Cover Image
Currency carry trades and the conditional factor model
Sakemoto, Ryuta - In: International review of financial analysis 63 (2019), pp. 198-208
Persistent link: https://www.econbiz.de/10012207443
Cover Image
Monetary environments and stock returns : international evidence based on the quantile regression technique
Chevapatrakul, Thanaset - In: International review of financial analysis 38 (2015), pp. 83-108
Persistent link: https://www.econbiz.de/10011337628
Cover Image
The determinants of quantile autocorrelations : evidence from the UK
Ge̜bka, Bartosz; Wohar, Mark E. - In: International review of financial analysis 29 (2013), pp. 51-61
Persistent link: https://www.econbiz.de/10010244128
Cover Image
An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model
Li, Dandan; Ghoshray, Atanu; Morley, Bruce - In: International review of financial analysis 30 (2013), pp. 109-120
Persistent link: https://www.econbiz.de/10010459990
Cover Image
Put-call parity and the informational efficiency of the German DAX-index options market
Mittnik, Stefan; Rieken, Sascha - In: International review of financial analysis 9 (2000) 3, pp. 259-279
Persistent link: https://www.econbiz.de/10001543516
Cover Image
Bankruptcy prediction : application of the Taylor's expansion in logistic regression
Laitinen, Erkki K.; Laitinen, Teija - In: International review of financial analysis 9 (2000) 4, pp. 327-349
Persistent link: https://www.econbiz.de/10001545822
Cover Image
Financialization and de-financialization of commodity futures: a quantile regression approach
Bianchi, Robert; Fan, John Hua; Todorova, Neda - In: International review of financial analysis 68 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012300938
Cover Image
Modeling the dependence structures of financial assets through the Copula Quantile-on-Quantile approach
Sim, Nicholas - In: International review of financial analysis 48 (2016), pp. 31-45
Persistent link: https://www.econbiz.de/10011624367