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The Pricing of Mismeasured EPS
Partridge, Clay - 2020
This study examines whether and under what conditions common stock prices reflect the accounting mismeasurement of diluted EPS related to convertible instruments. As the costs and benefits of information processing related to the accounting mismeasurement are high, it is unclear under what...
Persistent link: https://www.econbiz.de/10012848151
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Modellierung von Kapitalmarktvolatilität mittels fehlspezifizierter GARCH(p,q)-Prozesse
Schmidt, Michael - 2000
Persistent link: https://www.econbiz.de/10013360888
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Measurement errors in stock markets
Ben Ameur, Hachmi; Cheffou, Abdoulkarim Idi; Louhichi, Wael - In: Risk management decisions and wealth management in …, (pp. 287-306). 2018
Persistent link: https://www.econbiz.de/10011871635
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GARCH predictions and the predictions of option prices
Knight, John L.; Satchell, Stephen - In: Forecasting volatility in the financial markets, (pp. 279-294). 2007
Persistent link: https://www.econbiz.de/10003872994
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The role of log transformation in forecasting economic variables
Lütkepohl, Helmut; Fang, Xu - 2009
Persistent link: https://www.econbiz.de/10003900236
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Asymmetry and long memory in volatility modelling
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - 2010
Persistent link: https://www.econbiz.de/10008664039
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Asymmetry and long memory in volatility modeling
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - In: Journal of financial econometrics : official journal of … 10 (2012) 3, pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
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The role of the log transformation in forecasting economic variables
Lütkepohl, Helmut; Fang, Xu - In: Empirical economics : a journal of the Institute for … 42 (2012) 3, pp. 619-638
Persistent link: https://www.econbiz.de/10009547180
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Robust estimation for the orthogonal GARCH model
Iqbal, Farhat - In: The Manchester School 81 (2013) 6, pp. 904-924
Persistent link: https://www.econbiz.de/10010341578
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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