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Capital income
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24
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22
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Journal of econometrics
64
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Finance research letters
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Journal of empirical finance
51
International journal of forecasting
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Economic modelling
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ECONIS (ZBW)
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1
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
2
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus
-
1998
Persistent link: https://www.econbiz.de/10000675119
Saved in:
3
Stock returns and conditional volatility : an empirical investigation of the Swedish stock market
Hansson, Björn A.
;
Hördahl, Peter
-
1994
-
Preliminary version
Persistent link: https://www.econbiz.de/10000889012
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4
Ein nicht-lineares Zeitreihenmodell für schweizerische Aktienrenditen
Rohner, Marcel
-
1993
Persistent link: https://www.econbiz.de/10000872628
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5
Why long horizons? : a study of power against persistent alternatives
Campbell, John Y.
-
1993
Persistent link: https://www.econbiz.de/10000879027
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6
The ARCH Effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
El Din, Tarek Mohy
-
1997
Persistent link: https://www.econbiz.de/10000623956
Saved in:
7
Testing for nonlinearity in daily German stock returns
Funke, Michael
-
1993
Persistent link: https://www.econbiz.de/10000142708
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8
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168182
Saved in:
9
Autocorrelation, seasonality and model choice in return estimation
Praetz, Peter
-
1980
Persistent link: https://www.econbiz.de/10000012348
Saved in:
10
Evidence on time-varying factor models for equity portfolio construction
Ebner, Markus
;
Neumann, Thorsten
- In:
Risk assessment : decisions in banking and finance
,
(pp. 11-14)
.
2008
Persistent link: https://www.econbiz.de/10003781592
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