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Journal of empirical finance
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1
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
Saved in:
2
Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.
;
Moreira, Fernando
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
Saved in:
3
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
4
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
Saved in:
5
Multivariate autoregressive modeling of time series count data using
copulas
Heinen, Andréas
;
Rengifo, Erick W.
- In:
Journal of empirical finance
14
(
2007
)
4
,
pp. 564-583
Persistent link: https://www.econbiz.de/10003609942
Saved in:
6
Modeling the dynamics of inflation compensation
Jochmann, Markus
;
Koop, Gary
;
Potter, Simon M.
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 157-167
Persistent link: https://www.econbiz.de/10003943970
Saved in:
7
Long memory and nonlinearity in conditional variances : a smooth transition FIGARCH model
Kiliç, Rehim
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 368-378
Persistent link: https://www.econbiz.de/10009301107
Saved in:
8
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
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9
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
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10
The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom
;
Pedersen, Thomas Q.
- In:
Journal of empirical finance
17
(
2010
)
4
,
pp. 585-605
Persistent link: https://www.econbiz.de/10009267268
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