Narrow search
Showing 1 - 10 of 168
Cover Image
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom - In: Journal of empirical finance 70 (2023), pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Cover Image
Predicting international stock returns with conditional price-to-fundamental ratios
Lawrenz, Jochen; Zorn, Josef - In: Journal of empirical finance 43 (2017), pp. 159-184
Persistent link: https://www.econbiz.de/10011817953
Cover Image
House prices, expectations, and time-varying fundamentals
Gelain, Paolo; Lansing, Kevin J. - In: Journal of empirical finance 29 (2014), pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
Cover Image
Volatility timing : how best to forecast portfolio exposures
Clements, A.; Silvennoinen, A. - In: Journal of empirical finance 24 (2013), pp. 108-115
Persistent link: https://www.econbiz.de/10010371987
Cover Image
The economic value of volatility timing with realized jumps
Nolte, Ingmar; Xu, Qi - In: Journal of empirical finance 34 (2015), pp. 45-59
Persistent link: https://www.econbiz.de/10011556992
Cover Image
Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models
Langrock, Roland; MacDonald, Iain L.; Zucchini, Walter - In: Journal of empirical finance 19 (2012) 1, pp. 147-161
Persistent link: https://www.econbiz.de/10009615752
Cover Image
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Cover Image
Special issue on the predictability of asset returns
Bekaert, Geert (contributor) - 2001
Persistent link: https://www.econbiz.de/10001655349
Cover Image
Forecasting stock returns with large dimensional factor models
Giovannelli, Alessandro; Massacci, Daniele; Soccorsi, … - In: Journal of empirical finance 63 (2021), pp. 252-269
Persistent link: https://www.econbiz.de/10013259267
Cover Image
Do financial variables help predict the conditional distribution of the market portfolio?
Zamenjani, Azam Shamsi - In: Journal of empirical finance 62 (2021), pp. 327-345
Persistent link: https://www.econbiz.de/10012693441