Similar Search Results

Estimation risk-adjusted sharpe ratio and fund performance ranking under a general return distribution

Bao, Yong - In: Journal of financial econometrics : official journal of … 7 (2009) 2, pp. 152-173

Persistent link: https://www.econbiz.de/10003826491

Asymmetric predictive abilities of nonlinear modes for stock returns : evidence from density forecast comparison

Bao, Yong; Lee, Tae-hwy - 2006

Persistent link: https://www.econbiz.de/10003350084

Direct and indirect effects of happiness on wage : a simultaneous equations approach

Mohanty, Madhu Sudan; Ullah, Aman - In: The journal of socio-economics 41 (2012) 2, pp. 143-152

Persistent link: https://www.econbiz.de/10009615141

Why does growing up in an intact family during childhood lead to higher earnings during adulthood in the United States?

Mohanty, Madhu Sudan; Ullah, Aman - In: The American journal of economics and sociology 71 (2012) 3, pp. 662-695

Persistent link: https://www.econbiz.de/10009681921

Estimation of moments and production decisions under uncertainty

Appelbaum, Elie - In: The review of economics and statistics 79 (1997) 4, pp. 631-637

Persistent link: https://www.econbiz.de/10001229883

An empirical test of the risk aversion hypothesis

Appelbaum, Elie - In: Pakistan journal of applied economics 3 (1984) 1, pp. 57-64

Persistent link: https://www.econbiz.de/10001066243

Real estate and stock returns: a multivariate VAREC model

Ullah, Aman; Zhou, Zhong‐guo - In: Property Management 21 (2003) 1, pp. 8-24

In this paper, we examine dynamic relationships among three housing market variables and a stock market index in a multivariate vector autoregressive error correction (VAREC) model. It is first found that, in the USA, sales and the median sales price of the existing single‐family homes and the...

Persistent link: https://www.econbiz.de/10014971565