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Three essays on empirical asset pricing
Zhang, Xiaoyan - 2002
Persistent link: https://www.econbiz.de/10003777584
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Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim; Sizova, Natalia; Tauchen, George Eugene - 2009
Persistent link: https://www.econbiz.de/10003849492
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A statistical comparison of the CAPM to the Fama-French Three Factor Model and the Cahart's Model
Bello, Zakri - In: Global journal of finance and banking issues 2 (2008) 2, pp. 14-24
Persistent link: https://www.econbiz.de/10003853683
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Realized volatility and multipower variation
Andersen, Torben; Todorov, Viktor - 2009
Persistent link: https://www.econbiz.de/10003892558
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Option pricing under stochastic volatility and trading volume
Ono, Sadayuki (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428523
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Asset pricing, the Fama-French factor model and the implications of Quantile Regression analysis
Allen, David E.; Singh, Abhay Kumar; Powell, Robert - 2009
Persistent link: https://www.econbiz.de/10008667282
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Modeling, estimation, and optimization of equity portfolios with heavy-tailed distrbutions
Biglova, Almira; Ortobelli, Sergio; Račev, Svetlozar T.; … - In: Optimizing optimization : the next generation of …, (pp. 117-141). 2010
Persistent link: https://www.econbiz.de/10003939075
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On the economic value of return predictability
Han, Yufeng - In: Annals of economics and finance 11 (2010) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10003993414
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Stock index returns' density prediction using GARCH models : frequentist or Bayesian estimation?
Hoogerheide, Lennart F.; Ardia, David; Corré, Nienke - 2011
Persistent link: https://www.econbiz.de/10008824705
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Tactical industry allocation and model uncertainty
Ammann, Manuel (contributor); Verhofen, Michael (contributor) - 2007
Persistent link: https://www.econbiz.de/10003674166