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Effects of multiple financial news shocks on tourism demand volatility modelling and forecasting
Zhang, Yuruixian; Choo, Wei Chong; Yuhanis Abdul Aziz; … - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-47
Even though both symmetric and asymmetric conceptions of news impacts are well-established in the disciplines of …
Persistent link: https://www.econbiz.de/10013369139
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On the existence of moments : with an application to German stock returns
Runde, Ralf; Scheffner, Axel - 1998
Persistent link: https://www.econbiz.de/10000672982
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Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
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Tests of stochastic dominance for time series data : theory and empirical application
Kläver, Hendrik - 2006
Die vorliegende Arbeit untersucht Tests auf stochastische Dominanz, welche ein grundlegendes Konzept der Entscheidungstheorie ist. Hierbei konzentrieren wir uns auf stochastische Dominanz erster und zweiter Ordnung. Diese sind die beiden wichtigsten Entscheidungsregeln und finden Anwendung in...
Persistent link: https://www.econbiz.de/10003315772
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Goodness-of-fit test for price duration distributions
Matsuoka, Takayasu - 2009
Persistent link: https://www.econbiz.de/10003853899
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A new online-test for changes in correlations between assets
Arnold, Matthias; Bissantz, Nicolai; Wied, Dominik; … - 2010
Persistent link: https://www.econbiz.de/10008839855
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A noise trader model as a generator of apparent financial power laws and long memory
Alfarano, Simone; Lux, Thomas - In: Macroeconomic dynamics 11 (2007), pp. 80-101
Persistent link: https://www.econbiz.de/10003616333
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Moment-based copula tests for financial returns
Chen, Yi-ting - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 377-397
Persistent link: https://www.econbiz.de/10003566044
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Nonparametric entropy-based tests of independence between stochastic processes
Fernandes, Marcelo; Néri, Breno de Andrade Pinheiro - In: Econometric reviews 29 (2010) 3, pp. 276-306
Persistent link: https://www.econbiz.de/10003965134