Narrow search
Showing 1 - 10 of 271
Cover Image
Long-run performance evaluation : correlation and heteroskedasticity-consistent tests
Jegadeesh, Narasimhan; Karceski, Jason - In: Journal of empirical finance 16 (2009) 1, pp. 101-111
Persistent link: https://www.econbiz.de/10003800541
Cover Image
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea; Lo Cascio, Iolanda; Muzzioli, Silvia - In: Journal of empirical finance 34 (2015), pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Cover Image
Timescale-dependent stock market comovement : BRICs vs. developed markets
Lehkonen, Heikki; Heimonen, Kari - In: Journal of empirical finance 28 (2014), pp. 90-103
Persistent link: https://www.econbiz.de/10011285085
Cover Image
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio - In: Journal of empirical finance 45 (2018), pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
Cover Image
Timescale betas and the cross section of equity returns : framework, application, and implications for interpreting the Fama-French factors
Kang, Byoung Uk; In, Francis Haeuck; Kim, Tong Suk - In: Journal of empirical finance 42 (2017), pp. 15-39
Persistent link: https://www.econbiz.de/10011808473
Cover Image
Outliers, GARCH-type models and risk measures : a comparison of several approaches
Grané, Aurea; Almeida, Helena Tenório Veiga de - In: Journal of empirical finance 26 (2014), pp. 26-40
Persistent link: https://www.econbiz.de/10010472010
Cover Image
Modelling the distribution of the extreme share returns in Singapore
Tolikas, Konstantinos; Gettinby, Gareth D. - In: Journal of empirical finance 16 (2009) 2, pp. 254-263
Persistent link: https://www.econbiz.de/10003839316
Cover Image
Evaluating stochastic discount factors from term structure models
Farnsworth, Heber K. - In: Journal of empirical finance 16 (2009) 5, pp. 852-861
Persistent link: https://www.econbiz.de/10003900416
Cover Image
Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón - In: Journal of empirical finance 5 (1998) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
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