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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
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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
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IPO post-issue markets : questionable predilections but diligent learners?
Bossaerts, Peter L.; Hillion, Pierre Henri - In: The review of economics and statistics 83 (2001) 2, pp. 333-347
Persistent link: https://www.econbiz.de/10001579536
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Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald; Hsu, Chiente; Tauchen, George Eugene - In: The review of economics and statistics 81 (1999) 4, pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
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What is fractional integration?
Parke, William R. - In: The review of economics and statistics 81 (1999) 4, pp. 632-638
Persistent link: https://www.econbiz.de/10001437380
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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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Rational versus adaptive expectations in present value models
Chow, Gregory C. - In: The review of economics and statistics 71 (1989) 3, pp. 376-384
Persistent link: https://www.econbiz.de/10001074940
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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
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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
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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