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Macroeconomic variables, leverage, stock returns and stock return volatility

Marozva, Godfrey; Magwedere, Margaret Rutendo - In: Acta Universitatis Danubius / Oeconomica 13 (2017) 4, pp. 237-260

Persistent link: https://www.econbiz.de/10012137022

Adaptive drift modeling of dynamic cointegrated time series : applications in financial and sports gambling markets

Mallios, William S. - In: The journal of prediction markets 4 (2010) 3, pp. 59-83

Persistent link: https://www.econbiz.de/10008903979

Specification search in nonlinear time-series models using the genetic algorithm

Beenstock, Michael; Szpiro, George - In: Journal of economic dynamics & control 26 (2002) 5, pp. 811-835

Persistent link: https://www.econbiz.de/10001636623

Modeling market shake-ups using time series data : an application to the advertising market of the Netherlands

Kornelis, Marcel - 2002

Persistent link: https://www.econbiz.de/10001697832

Accounting journal entries as a long-term multivariate time series : forecasting wholesale warehouse output

Zupan, Mario - In: Intelligent systems in accounting, finance & management 31 (2024) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10014530795

Essays on credit risk and credit derivatives

Bajlum, Claus - 2008

Persistent link: https://www.econbiz.de/10003761742

A time-series approach to exploring aggregate optimal capital structure : cointegration analysis

Francis, Bill B. - In: Applied financial economics 4 (1994) 1, pp. 41-54

Persistent link: https://www.econbiz.de/10001156148

Superstatistical Fluctuations in Time Series of Leverage Returns

Katz, Yuri A. - 2013

Fat tails of q-Gaussian distributions of daily log-leverage-returns of 520 North American industrial firms reported by … fitting of q-Gaussians to distributions of log-leverage-returns and ii) derived from shape parameters of Gamma distributions … derived by both methods are very different. It is likely that in this group of issuers, fluctuations of daily log-leverage …

Persistent link: https://www.econbiz.de/10013072548

Asymmetry and Leverage in Realized Volatility

Asai, Manabu - 2009

asymmetry and leverage. In this paper, we first show the relationship among conditional, stochastic, integrated and realized … in order to understand the differences and similarities in the definitions of asymmetry and leverage. We extend the new …

Persistent link: https://www.econbiz.de/10013156686

The currency composition of firms' balance sheets, asset value correlations, and capital requirements

Byström, Hans N. E. - In: Global finance journal 34 (2017), pp. 89-99

Persistent link: https://www.econbiz.de/10011802972

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