Similar Search Results

Optimal market-timing and security selection decisions with index futures contracts

Kon, Stanley Jay - In: Advances in futures and options research : a research annual 1 (1986), pp. 1-28

Persistent link: https://www.econbiz.de/10001339386

Structural change and time dependence in models of stock returns

Kim, Dongcheol; Kon, Stanley Jay - In: Journal of empirical finance 6 (1999) 3, pp. 283-308

Persistent link: https://www.econbiz.de/10001426368

Portfolio management with stock index futures

Figlewski, Stephen - In: Selected writings on futures markets : explorations in …, (pp. 213-224). 1985

Persistent link: https://www.econbiz.de/10001305671

The effect of bankruptcy laws on the valuation of risky consumer debt

Kon, Stanley Jay - In: The financial review : the official publication of the … 24 (1989) 3, pp. 371-395

Persistent link: https://www.econbiz.de/10001103622

Time-varying empirical duration and slope effects for mortgage-backed securities

Kon, Stanley Jay - In: The journal of fixed income 8 (1998) 2, pp. 7-28

Persistent link: https://www.econbiz.de/10001252731

Sequential Parameter Nonstationarity in Stock Market Returns

Kim, Dongcheol - 2018

This paper provides a Bayesian test of parameter nonstationarity and an estimation procedure for the detection of change points in the time series of stock returns. The empirical results indicate that this procedure can identify the change points in the data without prior knowledge and provide...

Persistent link: https://www.econbiz.de/10012909305