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Bootstrap inference for pre-averaged realized volatility based on nonoverlapping returns
Gonçalves, Sílvia; Hounyo, Ulrich; Meddahi, Nour - In: Journal of financial econometrics : official journal of … 12 (2014) 4, pp. 679-707
Persistent link: https://www.econbiz.de/10010512286
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Testing for long memory in potentially nonstationary perturbed fractional processes
Frederiksen, Per; Nielsen, Frank S. - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 329-381
Persistent link: https://www.econbiz.de/10010351544
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Jackknife for bias reduction in predictive regressions
Zhu, Min - In: Journal of financial econometrics : official journal of … 11 (2013) 1, pp. 193-220
Persistent link: https://www.econbiz.de/10009708916
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A generalized stepwise procedure with improved power for multiple inequalities testing
Hsu, Yu-Chien; Kuan, Chung-ming; Yen, Meng-Feng - In: Journal of financial econometrics : official journal of … 12 (2014) 4, pp. 730-755
Persistent link: https://www.econbiz.de/10010512283
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Improving tests of abnormal returns by bootstrapping the multivariate regression model with event parameters
Hein, Scott E.; Westfall, Peter H. - In: Journal of financial econometrics : official journal of … 2 (2004) 3, pp. 451-471
Persistent link: https://www.econbiz.de/10002214497
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Reexamining the profitability of technical analysis with data snooping checks
Hsu, Po-Hsuan; Kuan, Chung-ming - In: Journal of financial econometrics : official journal of … 3 (2005) 4, pp. 606-628
Persistent link: https://www.econbiz.de/10003154315
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Testing for threshold nonlinearity in short-term interest rates
Gospodinov, Nikolaj - In: Journal of financial econometrics : official journal of … 3 (2005) 3, pp. 344-371
Persistent link: https://www.econbiz.de/10002989086
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Variance targeting estimation of multivariate GARCH models
Francq, Christian; Horváth, Lajos; Zakoïan, Jean-Michel - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
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Leverage and volatility feedback effects in high-frequency data
Bollerslev, Tim; Litvinova, Julia; Tauchen, George Eugene - In: Journal of financial econometrics : official journal of … 4 (2006) 3, pp. 353-384
Persistent link: https://www.econbiz.de/10003354051
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Estimation and inference in ARCH models in the presence of outliers
Gregory, Allan W.; Reeves, Jonathan J. - In: Journal of financial econometrics : official journal of … 8 (2010) 4, pp. 547-569
Persistent link: https://www.econbiz.de/10008665738