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Terror attacks and stock-market fluctuations : evidence based on a nonparametric causality-in-quantiles test for the G7 countries
Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian; … - In: The European journal of finance 24 (2018) 4/6, pp. 333-346
Persistent link: https://www.econbiz.de/10012244323
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Exchange rate returns and volatility : the role of time-varying rare disaster risks
Gupta, Rangan; Suleman, Tahir; Wohar, Mark E. - In: The European journal of finance 25 (2019) 2, pp. 190-203
Persistent link: https://www.econbiz.de/10012206968
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Size and book-to-market anomalies and omitted leverage risk
Agarwal, Vineet; Poshakwale, Sunil S. - In: The European journal of finance 16 (2010) 3/4, pp. 263-279
Persistent link: https://www.econbiz.de/10003996401
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A simple two-component model for the distribution of intraday returns
Coroneo, Laura; Veredas, David - In: The European journal of finance 18 (2012) 9/10, pp. 775-797
Persistent link: https://www.econbiz.de/10009691780
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Evaluating density forecasts from models of stock market returns
Raaij, Gabriela de; Raunig, Burkhard - In: The European journal of finance 11 (2005) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10002841826
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Out-of-sample equity premium prediction : a complete subset quantile regression approach
Meligkotsidou, Loukia; Panopulu, Aikaterinē; Vrontos, … - In: The European journal of finance 27 (2021) 1/2, pp. 110-135
Persistent link: https://www.econbiz.de/10012424931
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Estimating beta-coefficients of German stock data : a non-parametric approach
Eisenbeiss, Maik; Kauermann, Göran; Semmler, Willi - In: The European journal of finance 13 (2007) 5/6, pp. 503-522
Persistent link: https://www.econbiz.de/10003570594
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A note on a semiparametric approach to estimating financing constraints in firms
Bhaumik, Sumon Kumar; Kumbhakar, Subal; Sun, Kai - In: The European journal of finance 21 (2015) 10/12, pp. 992-1004
Persistent link: https://www.econbiz.de/10011301941
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Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang; Majer, Piotr - In: The European journal of finance 22 (2016) 10/12, pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314
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Sub-sequence incidence analysis within series of Bernoulli trials : application in characterisation of time series dynamics
Jackson, Richard H. G. - In: The European journal of finance 25 (2019) 17, pp. 1730-1745
Persistent link: https://www.econbiz.de/10012207141