Narrow search
Showing 1 - 10 of 9,523
Cover Image
Tourism return requency demand in Madagascar
Randriamboarison, R.; Rasoamanajara, F.; Solonandrasana, B. - In: Tourism economics : the business and finance of tourism … 19 (2013) 4, pp. 943-958
Persistent link: https://www.econbiz.de/10010232503
Cover Image
Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt; Gooijer, Jan G. de - 2000
The asymmetric moving average model (asMA) is extended to allow forasymmetric quadratic conditional heteroskedasticity (asQGARCH). Theasymmetric parametrization of the conditional variance encompassesthe quadratic GARCH model of Sentana (1995). We introduce a framework fortesting asymmetries in...
Persistent link: https://www.econbiz.de/10011303289
Cover Image
The ARCH Effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
El Din, Tarek Mohy - 1997
Persistent link: https://www.econbiz.de/10000623956
Cover Image
Testing for nonlinearity in daily German stock returns
Funke, Michael - 1993
Persistent link: https://www.econbiz.de/10000142708
Cover Image
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus - 1998
Persistent link: https://www.econbiz.de/10000675119
Cover Image
Autocorrelation, seasonality and model choice in return estimation
Praetz, Peter - 1980
Persistent link: https://www.econbiz.de/10000012348
Cover Image
Evidence on time-varying factor models for equity portfolio construction
Ebner, Markus; Neumann, Thorsten - In: Risk assessment : decisions in banking and finance, (pp. 11-14). 2008
Persistent link: https://www.econbiz.de/10003781592
Cover Image
Time-varying factor models for equity portfolio construction
Ebner, Markus; Neumann, Thorsten - In: The European journal of finance 14 (2008) 5/6, pp. 381-395
Persistent link: https://www.econbiz.de/10003771720
Cover Image
Time-varying factor models for equity portfolio management
Ebner, Markus - 2007
Persistent link: https://www.econbiz.de/10003666905
Cover Image
Jump volatility estimates of high frequency data and analysis based on HHT
Chen, Jiangrui; Yin, Lianqian; Hou, Sizhe; Zhang, Wei; … - In: International journal of economics and finance 7 (2015) 11, pp. 242-249
Persistent link: https://www.econbiz.de/10011401479