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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno - 2018
Persistent link: https://www.econbiz.de/10012173996
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Nonlinear ensemble models to predict oil reserves and stock market returns in the presence of inherent uncertainty
Fiévet, Lucas - 2017
Persistent link: https://www.econbiz.de/10011858142
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Three essays on predictability and seasonality in the cross-section of stock returns
Bogousslavsky, Vincent - 2017
Persistent link: https://www.econbiz.de/10011903110
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International asset prices : empirical evidence
Morales-Arias, Leonardo - 2009
Persistent link: https://www.econbiz.de/10003869496
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Essays in macroeconomics and finance
Sydow, Matthias - 2009
Persistent link: https://www.econbiz.de/10003840762
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Assessing predictability and structural change : econometric analyses with financial applications
Deng, Ai - 2006
Persistent link: https://www.econbiz.de/10003965303
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Essays on rational asset pricing
Szymanowska, Marta - 2006
Persistent link: https://www.econbiz.de/10003931569
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Essays on the term structure of interest rates and long-run risks
Hasseltoft, Henrik - 2009
Persistent link: https://www.econbiz.de/10003918843
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Enhanced forecasting methods, fat tails, and their applications in finance
Scherrer, Christian - 2010
Persistent link: https://www.econbiz.de/10008842522
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Forecasting financial markets and understanding the role of monetary policy
Willner, Marco - 2010
Persistent link: https://www.econbiz.de/10008990760