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Kapitaleinkommen
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ECONIS (ZBW)
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1
Diversification metldown or the impact of fat tails on conditional correlation?
Campbell, Rachel
;
Forbes, Catherine Scipione
;
Koedijk, Kees
-
2003
Persistent link: https://www.econbiz.de/10001892119
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2
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
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3
Dynamic asset price jumps and the performance of high frequency tests and measures
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2017
Persistent link: https://www.econbiz.de/10011782238
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4
Forecasting the realized volatility : the role of jumps
Liu, Zhichao
;
Ma, Feng
;
Wang, Xunxiao
;
Xia, Zean
- In:
Applied economics letters
23
(
2016
)
10/12
,
pp. 736-739
Persistent link: https://www.econbiz.de/10011628475
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5
VIX and stock market volatility predictability : a new approach
Liu, Zhichao
;
Liu, Jing
;
Zeng, Qing
;
Wu, Lan
- In:
Finance research letters
48
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013460221
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6
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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7
Forecasting the volatility of Australian stock returns : do common factors help?
Anderson, Heather M.
;
Vahid, Farshid
- In:
Journal of business & economic statistics : JBES ; a …
25
(
2007
)
1
,
pp. 76-90
Persistent link: https://www.econbiz.de/10003410168
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8
Reported earnings and analyst forecasts as competing sources of information : a new approach
Anderson, Heather M.
;
Chan, Howard Wei-hong
;
Faff, Robert W.
-
2007
Persistent link: https://www.econbiz.de/10003711845
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9
Do jumps matter? : forecasting multivariate realized volatility allowing for common jumps
Liao, Yin
;
Anderson, Heather M.
;
Vahid, Farshid
-
2010
Persistent link: https://www.econbiz.de/10008657960
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10
Common non-linearities in multiple series of stock market volatility
Anderson, Heather M.
;
Vahid, Farshid
-
2013
Persistent link: https://www.econbiz.de/10009701603
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