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Journal of empirical finance
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ECONIS (ZBW)
385
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385
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1
Tracking performance of
VIX
futures ETPs
Gehricke, Sebastian A.
;
Zhang, Jin E.
- In:
Journal of empirical finance
61
(
2021
),
pp. 103-117
Persistent link: https://www.econbiz.de/10012693241
Saved in:
2
The economic value of
VIX
ETPs
Christensen, Kim
;
Christiansen, Charlotte
;
Posselt, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 121-138
Persistent link: https://www.econbiz.de/10012430667
Saved in:
3
Expected stock returns, risk premiums and volatilities of economic factors
Li, Yuming
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 69-97
Persistent link: https://www.econbiz.de/10001374881
Saved in:
4
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
Saved in:
5
The predictability of security rerurns with simple technical trading rules
Gençay, Ramazan
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 347-359
Persistent link: https://www.econbiz.de/10001375192
Saved in:
6
Information transmission and causality in the Italian treasury bond market
Scalia, Antonio
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 361-384
Persistent link: https://www.econbiz.de/10001375193
Saved in:
7
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
Saved in:
8
Volatility and cross correlation across major stock markets
Ramchand, Latha
;
Susmel, Raul
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 397-416
Persistent link: https://www.econbiz.de/10001375197
Saved in:
9
The changing functional relation between stock returns and dividend yields
Christie, William G.
- In:
Journal of empirical finance
1
(
1993
)
2
,
pp. 161-191
Persistent link: https://www.econbiz.de/10001158656
Saved in:
10
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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