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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
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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
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Modeling and forecasting the additive bias corrected extreme value volatility estimator
Kumar, Dilip; Maheswaran, S. - In: International review of financial analysis 34 (2014), pp. 166-176
Persistent link: https://www.econbiz.de/10010529043
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Properties of range-based volatility estimators
Molnár, Peter - In: International review of financial analysis 23 (2012), pp. 20-29
Persistent link: https://www.econbiz.de/10009690136
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Is the accrual anomaly robust to firm-level analysis?
Strydom, Maria; Skully, Michael T.; Veeraraghavan, Madhu - In: International review of financial analysis 34 (2014), pp. 157-165
Persistent link: https://www.econbiz.de/10010528457
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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
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Granger-causality in quantiles between financial markets : using copula approach
Lee, Tae-hwy; Yang, Weiping - In: International review of financial analysis 33 (2014), pp. 70-78
Persistent link: https://www.econbiz.de/10010520073
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Continuous time and nonparametric modeling of U.S. interest rate models
Nowman, Kalid Ben; Saltoğlu, Burak - In: International review of financial analysis 12 (2003) 1, pp. 25-34
Persistent link: https://www.econbiz.de/10001769949
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The turn-of-the-month effect still lives : the international evidence
Kunkel, Robert A.; Compton, William S.; Beyer, Scott - In: International review of financial analysis 12 (2003) 2, pp. 207-221
Persistent link: https://www.econbiz.de/10001769985
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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