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Mutual funds dynamics and economic predictors
Amisano, Gianni; Savona, Roberto - In: Journal of financial econometrics : official journal of … 15 (2017) 2, pp. 302-330
Persistent link: https://www.econbiz.de/10011987457
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Forecasting crashes : correlated fund flows and skewness in stock returns
Gong, Xun; Lin, Chunmei; Zwinkels, Remco C. J. - In: Journal of financial econometrics : official journal of … 15 (2017) 1, pp. 36-61
Persistent link: https://www.econbiz.de/10011658736
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Uniform confidence bands for pricing kernels
Härdle, Wolfgang; Okhrin, Yarema; Wang, Weining - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 376-413
Persistent link: https://www.econbiz.de/10011339301
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Long memory and the term structure of risk
Schotman, Peter C.; Tschernig, Rolf; Budek, Jan - In: Journal of financial econometrics : official journal of … 6 (2008) 4, pp. 459-495
Persistent link: https://www.econbiz.de/10003778939
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Structural breaks and predictive regression models of aggregate US stock returns
Rapach, David E.; Wohar, Mark E. - In: Journal of financial econometrics : official journal of … 4 (2006) 2, pp. 238-274
Persistent link: https://www.econbiz.de/10003318450
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Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim; Dijk, Dick van; Martens, Martin - In: Journal of financial econometrics : official journal of … 7 (2009) 4, pp. 341-372
Persistent link: https://www.econbiz.de/10003907520
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Modeling international financial returns with a multivariate regime-switching copula
Chollete, Lorán; Heinen, Andréas; Valdesogo, Alfonso - In: Journal of financial econometrics : official journal of … 7 (2009) 4, pp. 437-480
Persistent link: https://www.econbiz.de/10003907528
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A latent factor model of multivariate conditional heteroscedasticity
Aguilar, Mike - In: Journal of financial econometrics : official journal of … 7 (2009) 4, pp. 481-503
Persistent link: https://www.econbiz.de/10003907529
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Forecast precision and portfolio performance
Kane, Alex; Kim, Tae-hwan; White, Halbert - In: Journal of financial econometrics : official journal of … 8 (2010) 3, pp. 265-304
Persistent link: https://www.econbiz.de/10003997367
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Estimating latent variables and jump diffusion models using high-frequency data
Jiang, George J.; Oomen, Roel C. A. - In: Journal of financial econometrics : official journal of … 5 (2007) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10003518278