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Estimating short-run persistence in mutual fund performance
Horst, Jenke R. ter; Verbeek, Marno - In: The review of economics and statistics 82 (2000) 4, pp. 646-655
Persistent link: https://www.econbiz.de/10001533480
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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
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Understanding the equity home bias : evidence from survey data
Strong, Norman; Xu, Xinzhong - In: The review of economics and statistics 85 (2003) 2, pp. 307-312
Persistent link: https://www.econbiz.de/10001762628
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Have US financial institutions' real estate investments exhibited "trend-chasing" behavior?
Mei, Jianping - In: The review of economics and statistics 79 (1997) 2, pp. 248-258
Persistent link: https://www.econbiz.de/10001222421
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Unexploited gains from international diversification : patterns of portfolio holdings around the world
Didier, Tatiana; Rigobón, Roberto; Schmukler, Sergio L. - In: The review of economics and statistics 95 (2013) 5, pp. 1562-1583
Persistent link: https://www.econbiz.de/10010350175
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The J-shape of performance persistence given survivorship bias
Hendricks, Darryll - In: The review of economics and statistics 79 (1997) 2, pp. 161-166
Persistent link: https://www.econbiz.de/10001222505
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Good volatility, bad volatility : signed jumps and the persistence of volatility
Patton, Andrew J.; Sheppard, Kevin - In: The review of economics and statistics 97 (2015) 3, pp. 683-697
Persistent link: https://www.econbiz.de/10011333073
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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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The volatility of long-term bond returns : persistent interest shocks and time-varying risk premiums
Osterrieder, Daniela; Schotman, Peter C. - In: The review of economics and statistics 99 (2017) 5, pp. 884-895
Persistent link: https://www.econbiz.de/10011781305
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High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim; Wright, Jonathan H. - In: The review of economics and statistics 83 (2001) 4, pp. 596-602
Persistent link: https://www.econbiz.de/10001627219