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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
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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
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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
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Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R.; Startz, Richard - In: Journal of empirical finance 5 (1998) 2, pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
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Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin; Nelson, Charles R. - In: Journal of empirical finance 5 (1998) 4, pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
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Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico - In: Journal of empirical finance 1 (1993) 2, pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
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A long memory property of stock market returns and a new model
Ding, Zhuanxin - In: Journal of empirical finance 1 (1993) 1, pp. 83-106
Persistent link: https://www.econbiz.de/10001146683
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An artificial neural network-GARCH model for international stock return volatility
Donaldson, R. Glen - In: Journal of empirical finance 4 (1997) 1, pp. 17-46
Persistent link: https://www.econbiz.de/10001224775
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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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Testing for a time-varying risk premium in the returns to US farmland
Hanson, Steven D. - In: Journal of empirical finance 2 (1995) 3, pp. 265-276
Persistent link: https://www.econbiz.de/10001203343