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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
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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
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A new normal for interest rates? : evidence from inflation-indexed debt
Christensen, Jens H. E.; Rudebusch, Glenn D. - In: The review of economics and statistics 101 (2019) 5, pp. 933-949
Persistent link: https://www.econbiz.de/10012208849
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Crashes, volatility, and the equity premium : lessons from S&P 500 options
Santa-Clara, Pedro; Yan, Shu - In: The review of economics and statistics 92 (2010) 2, pp. 435-451
Persistent link: https://www.econbiz.de/10008737706
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Hedging demands in hedging contingent claims
Brandt, Michael W. - In: The review of economics and statistics 85 (2003) 1, pp. 119-140
Persistent link: https://www.econbiz.de/10001739939
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A decomposition of global linkages in financial markets over time
Forbes, Kristin; Chinn, Menzie David - In: The review of economics and statistics 86 (2004) 3, pp. 705-722
Persistent link: https://www.econbiz.de/10002223307
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Asset market linkages in crisis periods
Hartmann, Philipp; Straetmans, Stefan; Vries, Casper G. de - In: The review of economics and statistics 86 (2004) 1, pp. 313-326
Persistent link: https://www.econbiz.de/10002018070
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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
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Dividends, total cash flow to shareholders, and predictive return regressions
Robertson, Donald; Wright, Stephen - In: The review of economics and statistics 88 (2006) 1, pp. 91-99
Persistent link: https://www.econbiz.de/10003310682
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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