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Theorie
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Caporale, Guglielmo Maria
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Koop, Gary
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Gil-Alaña, Luis A.
89
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80
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69
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58
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56
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53
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Pierdzioch, Christian
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Lucas, André
46
Bauwens, Luc
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Lo, Andrew W.
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Blundell, Richard W.
42
Engle, Robert F.
42
Belzil, Christian
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Carriero, Andrea
40
Egger, Peter
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Springer Fachmedien Wiesbaden
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Institut für Weltwirtschaft
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Verlag Dr. Kovač
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International Monetary Fund
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Erasmus Research Institute of Management
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Eric Cuvillier <Firma>
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Federal Reserve Bank of San Francisco
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Journal of empirical finance
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International review of economics & finance : IREF
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International journal of forecasting
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International review of financial analysis
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IZA Discussion Paper
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Journal of monetary economics
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Applied financial economics
148
Econometric reviews
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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RePEc
5
OLC EcoSci
4
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1
Modelling stock returns with negative autocorrelations
Kanto, Antti J.
;
Tuovila, Olavi A.
-
1990
Persistent link: https://www.econbiz.de/10000798266
Saved in:
2
CUSUM-Type testing for changing parameters in a spatial autoregressive model of stock returns
Wied, Dominik
-
2011
Persistent link: https://www.econbiz.de/10009379646
Saved in:
3
Interday drifts in opening stock returns
Kudryavtsev, Andrey
- In:
Theoretical and applied economics : GAER review
20
(
2013
)
11
,
pp. 53-72
Persistent link: https://www.econbiz.de/10010224752
Saved in:
4
Nonlinear dynamics of realized minimum-variance hedge ratios : a two-regime self-exciting threshold autoregressive approach
Lai, Yu-Sheng
- In:
The empirical economics letters : a monthly …
14
(
2015
)
9
,
pp. 899-905
Persistent link: https://www.econbiz.de/10011459137
Saved in:
5
Testing and modeling jump contagion across international stock markets : a nonparametric intraday approach
Jawadi, Fredj
;
Louhichi, Waël
;
Cheffou, Abdoulkarim Idi
- In:
Journal of financial markets
26
(
2015
),
pp. 64-84
Persistent link: https://www.econbiz.de/10011477277
Saved in:
6
Modelling realized variance when returns are serially correlated
Oomen, Roel C. A.
-
2004
Persistent link: https://www.econbiz.de/10002194843
Saved in:
7
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
Saved in:
8
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
Saved in:
9
Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?
Strobel, Marcus
;
Auer, Benjamin R.
- In:
International review of economics & finance : IREF
53
(
2018
),
pp. 168-184
Persistent link: https://www.econbiz.de/10011791732
Saved in:
10
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
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