Narrow search
Showing 1 - 10 of 12,482
Cover Image
Forecasting stock index return and volatility based on GAVMD- Carbon-BiLSTM : how important is carbon emission trading?
Ouyang, Zisheng; Lu, Min; Lai, Yongzeng - In: Energy economics 128 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10015072635
Cover Image
Aggregate profit instability and time variations in momentum returns : evidence from China
Yin, Libo; Wei, Ya - In: Pacific-Basin finance journal 60 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012232699
Cover Image
A new model for forecasting VaR and ES using intraday returns aggregation
Song, Shijia; Li, Handong - In: Journal of forecasting 42 (2023) 5, pp. 1039-1054
Persistent link: https://www.econbiz.de/10014338800
Cover Image
The scale of predictability
Bandi, Federico M.; Perron, Bernard; Tamoni, Andrea; … - 2013 - This version: December 19, 2013
Persistent link: https://www.econbiz.de/10011813907
Cover Image
Issuer quality and corporate bond returns
Greenwood, Robin; Hanson, Samuel G. - 2011
Persistent link: https://www.econbiz.de/10008904723
Cover Image
Issuer quality and corporate bond returns
Greenwood, Robin; Hanson, Samuel G. - In: The review of financial studies 26 (2013) 6, pp. 1483-1525
Persistent link: https://www.econbiz.de/10009755361
Cover Image
Multivariate Analysis of Financial and Market-Based Variables for Bond Rating Prediction
Novotná, Martina - 2016
The analysis of factors which have the strongest influence on rating can contribute to the higher information availability of market participants, and it enables to react on changes and new information sooner and independently from rating agencies. The paper presents an estimation of corporate...
Persistent link: https://www.econbiz.de/10013000339
Cover Image
Rank tests at jump events
Li, Jia; Todorov, Viktor; Tauchen, George Eugene; Lin, Huidi - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 2, pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Cover Image
Jumps in cross-sectional rank and expected returns : a mixture model
González-Rivera, Gloria; Lee, Tae-hwy; Mishra, Santosh - In: Journal of applied econometrics 23 (2008) 5, pp. 585-606
Persistent link: https://www.econbiz.de/10003760414
Cover Image
Neural network earnings per share forecasting models : a comparison of backward propagation and the genetic algorithm
Cao, Ray Qing; Parry, Mark E. - In: Decision support systems : DSS ; the international journal 47 (2009) 1, pp. 32-41
Persistent link: https://www.econbiz.de/10003852596