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Lux, Thomas
59
Hautsch, Nikolaus
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32
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Lüders, Erik
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Allen, Franklin
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1
Dynamic quantile
panel
data analysis of stock returns predictability
Güloğlu, Bülent
;
Uyar, Sinem Güler Kangalli
;
Uyar, Umut
- In:
International journal of economics and finance
8
(
2016
)
2
,
pp. 115-126
Persistent link: https://www.econbiz.de/10011442125
Saved in:
2
A global perspective of market reaction to environmental quality : evidence from dynamic
panel
approach
Yahya, Farzan
;
Huy Pham
;
Waqas, Muhammad
- In:
International journal of green economics : IJGE
14
(
2020
)
4
,
pp. 366-385
Persistent link: https://www.econbiz.de/10012510879
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3
Is the effect of Indian energy price shocks asymmetric on the stock market at the firm level? : a
panel
SVAR approach
Aruna, Bhagavatula
;
Acharya, Rajesh H.
- In:
Economics and policy of energy and the environment
62
(
2020
)
1
,
pp. 191-211
Persistent link: https://www.econbiz.de/10012649738
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4
Higher moment exchange rate exposure of S&P500 firms
Bianconi, Marcelo
;
Cai, Zhe
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 513-530
Persistent link: https://www.econbiz.de/10011938192
Saved in:
5
On the existence of moments : with an application to German stock returns
Runde, Ralf
;
Scheffner, Axel
-
1998
Persistent link: https://www.econbiz.de/10000672982
Saved in:
6
Three essays in finance
Peng, Liang
-
2002
Persistent link: https://www.econbiz.de/10003780467
Saved in:
7
The modified mixture of distributions model : a revisit
Fong, Wai-mun
;
Wong, Wing Keung
- In:
Annals of finance
2
(
2006
)
2
,
pp. 167-178
Persistent link: https://www.econbiz.de/10003282228
Saved in:
8
Separate estimation of spatial dependence parameters and variance parameters in a spatial model
Arnold, Matthias
;
Wied, Dominik
-
2010
Persistent link: https://www.econbiz.de/10008839884
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9
The Markov-switching multifractal model of asset returns : GMM estimation and linear forecasting of volatility
Lux, Thomas
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 194-210
Persistent link: https://www.econbiz.de/10003675695
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10
Stochastic behavior of spot and futures commodity prices :
theory
and evidence
Casassus, Jaime
-
2004
Persistent link: https://www.econbiz.de/10003383662
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