Narrow search
Showing 1 - 10 of 764
Cover Image
Mean reversions in major developed stock markets : recent evidence from unit root, spectral and abnormal return studies
Nguyen, James; Li, Wei-Xuan; Chen, Clara Chia Sheng - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-20
We revisited the issue of return predictability in three major developed markets (USA, UK and Japan) using a unique dataset from the Wharton Research Data Services database and a comprehensive set of traditional and recent statistical methods. We specifically employed a variety of traditional...
Persistent link: https://www.econbiz.de/10013272993
Cover Image
Prognose von Bear- und Bull-Phasen unter der Zeit-Skalen-Dekomposition
Uschakow, Sergej - 2017
Persistent link: https://www.econbiz.de/10011714466
Cover Image
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio - In: Journal of empirical finance 45 (2018), pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
Cover Image
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio - 2017
Persistent link: https://www.econbiz.de/10011817412
Cover Image
Portfolio selection with spectral risk measures
Huang, S.F.; Lin, H.C.; Lin, T.Y. - In: Applied quantitative finance, (pp. 39-56). 2017
Persistent link: https://www.econbiz.de/10011794952
Cover Image
A new method for dynamic stock clustering based on spectral analysis
Li, Zhaoyuan; Tian, Maozai - In: Computational economics 50 (2017) 3, pp. 373-392
Persistent link: https://www.econbiz.de/10011783319
Cover Image
Value-at-risk under measurement error
Doukali, Mohamed; Song, Xiaojun; Taamouti, Abderrahim - In: Oxford bulletin of economics and statistics 86 (2024) 3, pp. 690-713
Persistent link: https://www.econbiz.de/10014543504
Cover Image
Financial cycles in euro area economies : a cross-country perspective using wavelet analysis
Mandler, Martin; Scharnagl, Michael - In: Oxford bulletin of economics and statistics 84 (2022) 3, pp. 569-593
Persistent link: https://www.econbiz.de/10013348442
Cover Image
Fast and slow arbitrage : fund flows and mispricing in the frequency domain
Peress, Joël; Xi, Dong; Kang, Namho - 2020
Persistent link: https://www.econbiz.de/10012300568
Cover Image
The US monetary base and major world equity markets : an empirical investigation
Adrangi, Bahram; Chatrath, Arjun; Macri, Joseph; … - In: Review of economics & finance 6 (2016) 3, pp. 49-64
Persistent link: https://www.econbiz.de/10011541619