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Forecasting stock returns using bilinearities in fundamentals and macroeconomic variables
Dijk, Ronald van; Kloek, Teunis; Lucas, André - 1996
Persistent link: https://www.econbiz.de/10000966934
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Portfolio diversification effects and regular variation in financial data
Hyung, Namwon; Vries, Casper G. de - 2001
Persistent link: https://www.econbiz.de/10001692637
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Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans; Thull, Olaf van - 1995
Persistent link: https://www.econbiz.de/10000912177
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Modeling day-of-the-week seasonality in the S&P 500 index
Franses, Philip Hans; Paap, Richard - 1998
Persistent link: https://www.econbiz.de/10000988101
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Testing for arch in the presence of additive outliers
Dijk, Dick van; Franses, Philip Hans; Lucas, André - 1996
Persistent link: https://www.econbiz.de/10000966917
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Additive outliers, garch and forecasting volatility
Franses, Philip Hans; Ghijsels, Hendrik - 1997
Persistent link: https://www.econbiz.de/10000969033
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A Bayesian analysis of stock return volatility and trading volume
Mahieu, Ronald J.; Bauer, Rob - 1997
Persistent link: https://www.econbiz.de/10000969016
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Optimal guaranteed return portfolios and the casino effect
Dert, Cees; Oldenkamp, Bart - 1997
Persistent link: https://www.econbiz.de/10000969031
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An unbiased variance estimator for overlapping returns
Bod, Pauline (contributor) - 1999
Persistent link: https://www.econbiz.de/10001472391
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Analysis of the term structure of implied volatilities
Heynen, Ronald C.; Kemna, Angelien G.; Vorst, Ton - 1992
Persistent link: https://www.econbiz.de/10000853901