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A frequency-domain alternative to long-horizon regressions with application to return predictability
Sizova, Natalia - In: Journal of empirical finance 28 (2014), pp. 261-272
Persistent link: https://www.econbiz.de/10011285632
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The specification of conditional expectations
Harvey, Campbell R. - In: Journal of empirical finance 8 (2001) 5, pp. 573-637
Persistent link: https://www.econbiz.de/10001655355
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Nonparametric rank tests for event studies
Kolari, James W.; Pynnönen, Seppo - In: Journal of empirical finance 18 (2011) 5, pp. 953-971
Persistent link: https://www.econbiz.de/10009492522
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How did the financial crisis alter the correlations of US yield spreads?
Contessi, Silvio; De Pace, Pierangelo; Guidolin, Massimo - In: Journal of empirical finance 28 (2014), pp. 362-385
Persistent link: https://www.econbiz.de/10011285619
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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
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A nonparametric examination of market information : application to technical trading rules
Goldbaum, David - In: Journal of empirical finance 6 (1999) 1, pp. 59-85
Persistent link: https://www.econbiz.de/10001426353
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Non-parametric momentum based on ranks and signs
Chen, Tsung-Yu; Chou, Pin-huang; Ko, Kuan-Cheng; Rhee, … - In: Journal of empirical finance 60 (2021), pp. 94-109
Persistent link: https://www.econbiz.de/10012692984
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Stock returns and real growth : A Bayesian nonparametric approach
Yang, Qiao - In: Journal of empirical finance 53 (2019), pp. 53-69
Persistent link: https://www.econbiz.de/10012171682
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Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha; Linton, Oliver - In: Journal of empirical finance 74 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
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Quantiles of the realized stock-bond correlation and links to the macroeconomy
Aslanidis, Nektarios; Christiansen, Charlotte - In: Journal of empirical finance 28 (2014), pp. 321-331
Persistent link: https://www.econbiz.de/10011285626