Similar Search Results

Chaieb, Ines; Langlois, Hugues; Scaillet, Olivier - In: Journal of financial economics 141 (2021) 2, pp. 669-692

Persistent link: https://www.econbiz.de/10013259849

Kim, Seonghoon; Moon, Seongman - In: Applied economics letters 29 (2022) 7, pp. 635-639

Persistent link: https://www.econbiz.de/10013171008

Cho, Dooyeon - In: International journal of forecasting 37 (2021) 2, pp. 511-530

Persistent link: https://www.econbiz.de/10012792849

Meligkotsidou, Loukia; Panopulu, Aikaterinē; Vrontos, … - In: The European journal of finance 27 (2021) 1/2, pp. 110-135

Persistent link: https://www.econbiz.de/10012424931

Sousa, João; Sousa, Ricardo M. - In: Journal of international financial markets, … 50 (2017), pp. 204-218

Persistent link: https://www.econbiz.de/10011896275

Bekiros, Stelios; Gupta, Rangan; Majumdar, Anandamayee - In: Finance research letters 18 (2016), pp. 291-296

Persistent link: https://www.econbiz.de/10011657223

Yu, Deshui; Li, Chen; Li, Luyang - 2023

illustrates that the nonparametric estimation method works well in finite and large samples. Empirically, the predictability of …

Persistent link: https://www.econbiz.de/10014258471

Zhao, Yuqian - In: Finance research letters 43 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10014633505

Andersen, Torben; Bollerslev, Tim - 1997

Persistent link: https://www.econbiz.de/10000627888

Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of financial economics 114 (2014) 3, pp. 517-553

Persistent link: https://www.econbiz.de/10010532691