Narrow search
Showing 41 - 50 of 4,737
Cover Image
VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
Wang, Qi; Wang, Zerong - In: Journal of banking & finance 116 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012489233
Cover Image
Return signal momentum
Papailias, Fotis; Liu, Jiadong; Thomakos, Dimitrios D. - In: Journal of banking & finance 124 (2021), pp. 1-31
Persistent link: https://www.econbiz.de/10012816614
Cover Image
Forecasting realized volatility in a changing world : a dynamic model averaging approach
Wang, Yudong; Ma, Feng; Wei, Yu; Wu, Chongfeng - In: Journal of banking & finance 64 (2016), pp. 136-149
Persistent link: https://www.econbiz.de/10011634282
Cover Image
When does the stock market listen to economic news? : new evidence from copulas and news wires
Medovikov, Ivan - In: Journal of banking & finance 65 (2016), pp. 27-40
Persistent link: https://www.econbiz.de/10011634320
Cover Image
Momentum-managed equity factors
Flögel, Volker; Schlag, Christian; Zunft, Claudia - In: Journal of banking & finance 137 (2022), pp. 1-24
Persistent link: https://www.econbiz.de/10013460200
Cover Image
A new approach to assessing model risk in high dimensions
Bernard, Carole; Vanduffel, Steven - In: Journal of banking & finance 58 (2015), pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Cover Image
Mixture pair-copula-constructions
Weiß, Gregor; Scheffer, Marcus - In: Journal of banking & finance 54 (2015), pp. 175-191
Persistent link: https://www.econbiz.de/10011377813
Cover Image
The economic value of controlling for large losses in portfolio selection
Dias, Alexandra - In: Journal of banking & finance 72 (2016), pp. 81-91
Persistent link: https://www.econbiz.de/10011637057
Cover Image
Disagreement versus uncertainty : evidence from distribution forecasts
Krüger, Fabian; Nolte, Ingmar - In: Journal of banking & finance 72 (2016), pp. 172-186
Persistent link: https://www.econbiz.de/10011637119
Cover Image
Semiparametric estimation of multi-asset portfolio tail risk
Dias, Alexandra - In: Journal of banking & finance 49 (2014), pp. 398-408
Persistent link: https://www.econbiz.de/10010508674