Narrow search
Showing 1 - 10 of 76
Cover Image
"Optimal" probabilistic and directional predictions of financial returns
Thomakos, Dimitrios D.; Wang, T'ao - In: Journal of empirical finance 17 (2010) 1, pp. 102-119
Persistent link: https://www.econbiz.de/10003943949
Cover Image
Predicting systematic risk : implications from growth options
Jacquier, Eric; Titman, Sheridan; Yalçın, Atakan - In: Journal of empirical finance 17 (2010) 5, pp. 991-1005
Persistent link: https://www.econbiz.de/10009267228
Cover Image
A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information : a binary quantile regression approach
Li, Ming-yuan Leon; Miu, Peter - In: Journal of empirical finance 17 (2010) 4, pp. 818-833
Persistent link: https://www.econbiz.de/10009267241
Cover Image
Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias
Hsu, Po-hsuan; Hsu, Yu-Chin; Kuan, Chung-ming - In: Journal of empirical finance 17 (2010) 3, pp. 471-484
Persistent link: https://www.econbiz.de/10009267287
Cover Image
Modeling and forecasting expected shortfall with the generalized asymmetric student-t and asymmetric exponential power distributions
Zhu, Dongming; Galbraith, John W. - In: Journal of empirical finance 18 (2011) 4, pp. 765-778
Persistent link: https://www.econbiz.de/10009306526
Cover Image
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili; Swanson, Norman R. - In: Journal of empirical finance 18 (2011) 4, pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
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
Multi-period credit default prediction with time-varying covariates
Orth, Walter - In: Journal of empirical finance 21 (2013), pp. 214-222
Persistent link: https://www.econbiz.de/10009745256
Cover Image
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
Varneskov, Rasmus Tangsgaard; Voev, Valeri - In: Journal of empirical finance 20 (2013), pp. 83-95
Persistent link: https://www.econbiz.de/10009717873
Cover Image
Risk spillovers in international equity portfolios
Bonato, Matteo; Caporin, Massimiliano; Ranaldo, Angelo - In: Journal of empirical finance 24 (2013), pp. 121-137
Persistent link: https://www.econbiz.de/10010371985