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Explanations of an empirical puzzle : what can be learnt from a test of the rational expectations hypothesis?
Anderson, Heather M. - In: The journal of economic methodology 6 (1999) 1, pp. 31-59
Persistent link: https://www.econbiz.de/10001427382
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Forecasting crash risk in U.S. bank returns : the role of credit booms
Mihai, Marius M.; Mansur, Iqbal - In: The journal of corporate finance : contracting, … 76 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013494275
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Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1999
Persistent link: https://www.econbiz.de/10001430824
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Forecasting financial markets and understanding the role of monetary policy
Willner, Marco - 2010
Persistent link: https://www.econbiz.de/10008990760
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Nichtparametrische Schätzung bedingter Quantile in Zeitreihen : mit Anwendungen auf Finanzmarktdaten
Abberger, Klaus - 1996 - 1. Aufl.
Persistent link: https://www.econbiz.de/10013260341
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Economic black holes
Andresen, Trond - 1996
Persistent link: https://www.econbiz.de/10001334719
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Term structure views of monetary policy
Kozicki, Sharon; Tinsley, Peter A. - 1998
Persistent link: https://www.econbiz.de/10000168268
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409
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On the use of trade-to-trade returns for risk estimation in thin security markets : a note
Berglund, Tom - 1984
Persistent link: https://www.econbiz.de/10000534283
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Stochastic seasonality and daily financial time series
Andrade, Isabel C. (contributor) - 1996
Persistent link: https://www.econbiz.de/10000563148