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1
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
2
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
3
Modeling time-varying higher-order conditional moments : a survey
Soltyk, Sylvia J.
;
Chan, Felix
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 33-57
Persistent link: https://www.econbiz.de/10014287767
Saved in:
4
The higher moments of future earnings
Chang, Woo-Jin
;
Monahan, Steven J.
;
Ouazad, Amine
; …
- In:
The accounting review : a publication of the American …
96
(
2021
)
1
,
pp. 91-116
Persistent link: https://www.econbiz.de/10012439364
Saved in:
5
Factors effecting trading volume : a test of mixed distribution hypothesis
Ananzeh, Izz Eddien Naif
- In:
International journal of financial research
6
(
2015
)
4
,
pp. 207-216
Persistent link: https://www.econbiz.de/10011405503
Saved in:
6
Stock Index Returns' Density Prediction Using GARCH Models : Frequentist or Bayesian
Estimation
?
Hoogerheide, Lennart F.
-
2017
provided between frequentist and Bayesian
estimation
. No significant difference is found between the qualities of the forecasts …
Persistent link: https://www.econbiz.de/10012976219
Saved in:
7
GARCH models in value at risk
estimation
: empirical evidence from the Montenegrin stock exchange
Cerovic Smolovic, Julija
;
Lipovina-Božović, Milena
; …
- In:
Economic research
30
(
2017
)
1,1
,
pp. 477-498
Persistent link: https://www.econbiz.de/10012223947
Saved in:
8
Analysis of ASEAN's stock returns and/or
volatility
distribution under the impact of the Chinese EPU : evidence based on conditional kernel density approach
Rahman, Mohib Ur
;
Zeb, Aurang
;
Ullah, Irfan
- In:
East Asian economic review
27
(
2023
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10015046119
Saved in:
9
Probabilistic and statistical properties of moment variations and their use in inference and
estimation
based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
10
Selecting between autoregressive conditional heteroskedasticity models : an empirical application to the
volatility
of stock returns in Peru
Rodriguez, Gabriel
- In:
Revista de análisis económico
32
(
2017
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10011924649
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