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Big portfolio selection by graph-based conditional moments method
Zhu, Zhoufan; Zhang, Ningning; Zhu, Ke - In: Journal of empirical finance 78 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015101779
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Another look at long memory in common stock returns
Hiemstra, Craig - In: Journal of empirical finance 4 (1997) 4, pp. 373-401
Persistent link: https://www.econbiz.de/10001236460
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A statistical correlation dimension
Mayer-Foulkes, David - In: Journal of empirical finance 2 (1995) 3, pp. 277-293
Persistent link: https://www.econbiz.de/10001203341
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The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti - In: Journal of empirical finance 2 (1995) 3, pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
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Testing for continuous-time models of the short-term interest rate
Broze, Laurence - In: Journal of empirical finance 2 (1995) 3, pp. 199-223
Persistent link: https://www.econbiz.de/10001203345
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Unit roots and the estimation of interest rate dynamics
Ball, Clifford A. - In: Journal of empirical finance 3 (1996) 2, pp. 215-238
Persistent link: https://www.econbiz.de/10001208672
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Long term dependence in stock returns
Jacobsen, Ben - In: Journal of empirical finance 3 (1996) 4, pp. 393-417
Persistent link: https://www.econbiz.de/10001215361
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Testing for spurious causality in exchange rates
Renault, Eric - In: Journal of empirical finance 5 (1998) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10001241969
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Spurious periodic autoregressions
Proietti, Tommaso - In: The econometrics journal 1 (1998) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001443661
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A comparison of the forecast performance of Markov-switching and treshold autoregressive models of US GNP
Clements, Michael P.; Krolzig, Hans-Martin - In: The econometrics journal 1 (1998) 1, pp. 47-75
Persistent link: https://www.econbiz.de/10001443672