Narrow search
Showing 1 - 10 of 12,455
Cover Image
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan; Kang, Kyu Ho - In: International journal of forecasting 37 (2021) 2, pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Cover Image
Realized volatility forecast of financial futures using time-varying HAR latent factor models
Luo, Jiawen; Chen, Zhenbiao; Wang, Shengquan - In: Journal of management science and engineering 8 (2023) 2, pp. 214-243
We forecast realized volatilities by developing a time-varying heterogeneous autoregressive (HAR) latent factor model with dynamic model average (DMA) and dynamic model selection (DMS) approaches. The number of latent factors is determined using Chan and Grant's (2016) deviation information...
Persistent link: https://www.econbiz.de/10014315947
Cover Image
The volatility connectedness between oil and stocks : evidence from the G7 markets
BenMabrouk, Houda - In: Financial Market Dynamics after COVID 19 : The …, (pp. 67-99). 2022
Persistent link: https://www.econbiz.de/10013198542
Cover Image
Do intangible assets explain high US foreign direct investment returns?
Bridgman, Benjamin - In: Journal of macroeconomics 40 (2014), pp. 159-171
Persistent link: https://www.econbiz.de/10010495745
Cover Image
Technology capital and the US current account
McGrattan, Ellen R.; Prescott, Edward C. - In: The American economic review 100 (2010) 4, pp. 1493-1522
Persistent link: https://www.econbiz.de/10008747606
Cover Image
On returns differentials
Curcuru, Stephanie E.; Thomas, Charles P.; Warnock, … - In: Journal of international money and finance 36 (2013), pp. 1-25
Persistent link: https://www.econbiz.de/10009768572
Cover Image
On returns differentials
Curcuru, Stephanie E.; Thomas, Charles P.; Warnock, … - 2013
Persistent link: https://www.econbiz.de/10009730767
Cover Image
APPENDICES: technology capital and the U.S. current account
McGrattan, Ellen R.; Prescott, Edward C. - 2009
Persistent link: https://www.econbiz.de/10009514552
Cover Image
Technology capital and the U.S. current account
McGrattan, Ellen R.; Prescott, Edward C. - 2009
Persistent link: https://www.econbiz.de/10009514553
Cover Image
Technology capital and the US current account
McGrattan, Ellen R.; Prescott, Edward C. - 2008
Persistent link: https://www.econbiz.de/10003716034