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Modeling and predicting the CBOE market volatility index
Fernandes, Marcelo; Medeiros, Marcelo C.; Scharth, Marcel - In: Journal of banking & finance 40 (2014), pp. 1-10
Persistent link: https://www.econbiz.de/10010402334
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Dynamics of realized volatilities and correlations : an empirical study
Ferland, René; Lalancette, Simon - In: Journal of banking & finance 30 (2006) 7, pp. 2109-2130
Persistent link: https://www.econbiz.de/10003339530
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Do Euro exchange rates follow a martingale? Some out-of-sample evidence
Yang, Jian; Xiaojing Su; Kolari, James W. - In: Journal of banking & finance 32 (2008) 5, pp. 729-740
Persistent link: https://www.econbiz.de/10003702708
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Learning sequential option hedging models from market data
Nian Ke; Coleman, Thomas F.; Li, Yuying - In: Journal of banking & finance 133 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013256585
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Opening the black box : quantile neural networks for loss given default prediction
Kellner, Ralf; Nagl, Maximilian; Rösch, Daniel - In: Journal of banking & finance 134 (2022), pp. 1-20
Persistent link: https://www.econbiz.de/10013400086
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The propensity for local traders in futures markets to ride losses : evidence of irrational or rational behavior?
Frino, Alex; Johnstone, David; Zheng, Hui - In: Journal of banking & finance 28 (2004) 2, pp. 353-372
Persistent link: https://www.econbiz.de/10001863273
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An examination of herd behavior in equity markets : an international perspective
Chang, Eric Chieh; Cheng, Joseph W.; Khorana, Ajay - In: Journal of banking & finance 24 (2000) 10, pp. 1651-1679
Persistent link: https://www.econbiz.de/10001511633
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Fair advice
Eriksen, Kristoffer W.; Fest, Sebastian; Kvaløy, Ola; … - In: Journal of banking & finance 143 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013531025
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Skewness preference and the popularity of technical analysis
Ebert, Sebastian; Hilpert, Christian - In: Journal of banking & finance 109 (2019), pp. 1-22
Persistent link: https://www.econbiz.de/10012224985
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Don't lapse into temptation : a behavioral explanation for policy surrender
Nolte, Sven; Schneider, Judith Christiane - In: Journal of banking & finance 79 (2017), pp. 12-27
Persistent link: https://www.econbiz.de/10011815133