Narrow search
Showing 1 - 10 of 1,584
Cover Image
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas; Rodrigues, Paulo Jorge Maurício; … - In: Journal of banking & finance 83 (2017), pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Cover Image
Information stages in efficient markets
AitSahlia, Farid; Yoon, Joon-Hui - In: Journal of banking & finance 69 (2016), pp. 84-94
Persistent link: https://www.econbiz.de/10011635045
Cover Image
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin; Anderson, Heather M. - In: Journal of banking & finance 99 (2019), pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Cover Image
Default prediction with dynamic sectoral and macroeconomic frailties
Chen, Peimin; Wu, Chunchi - In: Journal of banking & finance 40 (2014), pp. 211-226
Persistent link: https://www.econbiz.de/10010402234
Cover Image
Out-of-sample equity premium predictability and sample split-invariant inference
Kolev, Gueorgui I.; Karapandža, Raša - In: Journal of banking & finance 84 (2017), pp. 188-201
Persistent link: https://www.econbiz.de/10011816844
Cover Image
Covariance forecasting in equity markets
Symitsi, Efthymia; Symeonidis, Lazaros; Kourtis, Apostolos - In: Journal of banking & finance 96 (2018), pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
Cover Image
The memory of beta
Becker, Janis; Hollstein, Fabian; Prokopczuk, Marcel; … - In: Journal of banking & finance 124 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012816442
Cover Image
Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel - In: Journal of banking & finance 126 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
Cover Image
Extreme risk modeling : an EVT-pair-copulas approach for financial stress tests
Koliai, Lyes - In: Journal of banking & finance 70 (2016), pp. 1-22
Persistent link: https://www.econbiz.de/10011635106
Cover Image
The predictive performance of commodity futures risk factors
Ahmed, Shamim; Tsvetanov, Daniel - In: Journal of banking & finance 71 (2016), pp. 20-36
Persistent link: https://www.econbiz.de/10011635309