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Lux, Thomas
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35
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29
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23
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Christian-Albrechts-Universität zu Kiel
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Eberhard Karls Universität Tübingen
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Journal of economic dynamics & control
95
Journal of banking & finance
83
Finance research letters
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International review of financial analysis
68
Economic modelling
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Journal of economic theory
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IMF working papers
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Journal of economic behavior & organization : JEBO
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Journal of monetary economics
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European economic review : EER
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Economics letters
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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CESifo working papers
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Journal of mathematical economics
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International review of economics & finance : IREF
48
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International journal of economics and finance
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The American economic review
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The European journal of finance
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International journal of theoretical and applied finance
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1
Covariance Forecasting in Equity Markets
Symitsi, Efthymia
-
2018
crisis, or, if a different
forecast
horizon, or, intraday sampling frequency is employed, respectively. Finally, our evidence …
Persistent link: https://www.econbiz.de/10012915984
Saved in:
2
High-frequency stock return prediction using state-of-the-art deep learning models
Chen, Sichong
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014444662
Saved in:
3
Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
Saved in:
4
Bayesian estimation of NIG-parameters by Markov chain Monte Carlo methods
Lillestøl, Jostein
-
2000
Persistent link: https://www.econbiz.de/10001582162
Saved in:
5
Sind Aktienkurse prognostizierbar? : [Vortrag, gehalten am 11.5.1994]
Krag, Joachim
-
1995
-
1. Aufl.
Persistent link: https://www.econbiz.de/10000540027
Saved in:
6
The effect of government bonds on asset prices : an asset markets equilibrium approach
Houston, Joel F.
;
Protopapadakis, Aris A.
-
1989
Persistent link: https://www.econbiz.de/10000780846
Saved in:
7
The effect of government bonds on asset prices : an asset markets equilibrium approach
Houston, Joel
;
Protopapadakis, Aris
-
1989
Persistent link: https://www.econbiz.de/10000143614
Saved in:
8
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
-
2013
We develop a finite-sample procedure to test for mean-variance efficiency and spanning without imposing any parametric assumptions on the distribution of model disturbances. In so doing, we provide an exact distribution-free method to test uniform linear restrictions in multivariate linear...
Persistent link: https://www.econbiz.de/10009746573
Saved in:
9
Jump-diffusion long-run risks models, variance risk premium and volatility dynamics
Jin, Jianjian
-
2013
This paper calibrates a class of jump-diffusion long-run risks (LRR) models to quantify how well they can jointly explain the equity risk premium and the variance risk premium in the U.S. financial markets, and whether they can generate realistic dynamics of riskneutral and realized...
Persistent link: https://www.econbiz.de/10009734341
Saved in:
10
Asset allocation and asset pricing in the face of systemic risk : a literature overview and assessment
Meinerding, Christoph
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10009624488
Saved in:
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