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Journal of empirical finance
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ECONIS (ZBW)
279
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1
Exact distribution-free tests of mean-variance efficiency
Gungor, Sermin
;
Luger, Richard
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 816-829
Persistent link: https://www.econbiz.de/10003900411
Saved in:
2
A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data
Lejeune, Bernard
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 507-523
Persistent link: https://www.econbiz.de/10003856832
Saved in:
3
Which power variation predicts
volatility
well?
Ghysels, Eric
;
Sohn, Bumjean
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 686-700
We estimate MIDAS regressions with various (bi)power variations to predict future
volatility
measured via increments in …
Persistent link: https://www.econbiz.de/10003900365
Saved in:
4
The cross section of cashflow
volatility
and expected stock returns
Huang, Alan Guoming
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 409-429
Persistent link: https://www.econbiz.de/10003856807
Saved in:
5
Equity order flow and exchange rate dynamics
Ferreira Filipe, Sara
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 359-381
Persistent link: https://www.econbiz.de/10009615677
Saved in:
6
Uncovered interest parity : the long and the short of it
Lothian, James R.
- In:
Journal of empirical finance
36
(
2016
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011662736
Saved in:
7
Exchange rates and commodity prices : measuring causality at multiple horizons
Zhang, Hui Jun
;
Dufour, Jean-Marie
;
Galbraith, John W.
- In:
Journal of empirical finance
36
(
2016
),
pp. 100-120
Persistent link: https://www.econbiz.de/10011662765
Saved in:
8
L-performance with an application to hedge funds
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 671-685
Persistent link: https://www.econbiz.de/10003899210
Saved in:
9
Applying the method of simulated moments to estimate a small agent-based asset pricing model
Franke, Reiner
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 804-815
Persistent link: https://www.econbiz.de/10003900410
Saved in:
10
Stock and bond market interactions with level and asymmetry dynamics : an out-of-sample application
Goeij, Peter de
;
Marquering, Wessel A.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 318-329
Persistent link: https://www.econbiz.de/10003839335
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