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Empirical test of the efficiency of the UK covered warrants market : stochastic dominance and likelihood ratio test approach
Chan, Chia-ying; Peretti, Christian de; Qiao, Zhuo; … - In: Journal of empirical finance 19 (2012) 1, pp. 162-174
Persistent link: https://www.econbiz.de/10009615744
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Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca; Zhao, Zhao - In: Journal of empirical finance 72 (2023), pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
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Robust tests for a linear trend with an application to equity indices
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of empirical finance 29 (2014), pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
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A simple approach to standardized-residuals-based higher-moment tests
Chen, Yi-ting - In: Journal of empirical finance 19 (2012) 4, pp. 427-453
Persistent link: https://www.econbiz.de/10009615672
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Testing against changing correlation
Harvey, Andrew C.; Thiele, Stephen - In: Journal of empirical finance 38 (2016), pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
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Special issue on high frequency data in finance
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001505850
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Special issue on high frequency data in finance ; Pt. 1
Baillie, Richard (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10001224723
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The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti - In: Journal of empirical finance 2 (1995) 3, pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
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Equity premium predictions with many predictors : A risk-based explanation of the size and value factors
Stivers, Adam - In: Journal of empirical finance 45 (2018), pp. 126-140
Persistent link: https://www.econbiz.de/10012102421
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Factor state-space models for high-dimensional realized covariance matrices of asset returns
Gribisch, Bastian; Hartkopf, Jan Patrick; Liesenfeld, Roman - In: Journal of empirical finance 55 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012175249