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Adaptive polar sampling with an application to a Bayes measure of value-at-risk

Bauwens, Luc; Bos, Charles S.; Dijk, Herman K. van - 1999

Persistent link: https://www.econbiz.de/10001430824

Volatility and GMM : Monte Carlo studies and empirical estimations

Nagel, Hartmut; Schöbel, Rainer - In: Statistical papers 40 (1999) 3, pp. 297-321

Persistent link: https://www.econbiz.de/10001401125

The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests

Gupta, Rangan; Pierdzioch, Christian; Vivian, Andrew J.; … - In: Finance research letters 29 (2019), pp. 315-322

Persistent link: https://www.econbiz.de/10012419133

Performance of default-risk measures : the sample matters

Abinzano, Isabel; Gonzalez-Urteaga, Ana; Muga, Luis; … - In: Journal of banking & finance 120 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012521486

Cluster Analysis of Liquidity Measures in a Stock Market Using High Frequency Data

Salighehdar, Amin - 2018

Liquidity is one of the crucial factors in economy which reflects smooth operation of the markets. In a liquid market, traders are able to transact large quantities of security quickly with minimal trading cost and price impact. Many researchers have investigated the relationship between market...

Persistent link: https://www.econbiz.de/10012932363