Narrow search
Showing 1 - 10 of 2,718
Cover Image
Determining the number of factors from empirical distribution of eigenvalues
Onatski, Alexei - In: The review of economics and statistics 92 (2010) 4, pp. 1004-1016
Persistent link: https://www.econbiz.de/10008746351
Cover Image
Estimating the density tail index for financial time series
Kearns, Phillip - In: The review of economics and statistics 79 (1997) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
Cover Image
A dynamic structural model for stock return volatility and trading volume
Brock, William A. - In: The review of economics and statistics 78 (1996) 1, pp. 94-110
Persistent link: https://www.econbiz.de/10001334368
Cover Image
Reexamining stock valuation and inflation : the implications of analysts' earnings forecasts
Sharpe, Steven A. - In: The review of economics and statistics 84 (2002) 4, pp. 632-648
Persistent link: https://www.econbiz.de/10001711211
Cover Image
An investigation of the risk and return relation at long horizons
Harrison, Paul; Zhang, Harold H. - In: The review of economics and statistics 81 (1999) 3, pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
Cover Image
Optimal portfolio choice under loss aversion
Berkelaar, Arjan B.; Kouwenberg, Roy; Post, Thierry - In: The review of economics and statistics 86 (2004) 4, pp. 973-987
Persistent link: https://www.econbiz.de/10002536263
Cover Image
Firm-specific variation and openness in emerging markets
Kan Li; Morck, Randall; Fan, Yang; Yeung, Bernard - In: The review of economics and statistics 86 (2004) 3, pp. 658-669
Persistent link: https://www.econbiz.de/10002221541
Cover Image
Puzzles in the Chinese stock market
Fernald, John G.; Rogers, John H. - In: The review of economics and statistics 84 (2002) 3, pp. 416-432
Persistent link: https://www.econbiz.de/10001691397
Cover Image
Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - In: The review of economics and statistics 89 (2007) 4, pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
Cover Image
Efficient prediction of excess returns
Faust, Jon; Wright, Jonathan H. - In: The review of economics and statistics 93 (2011) 2, pp. 647-659
Persistent link: https://www.econbiz.de/10009161567