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Timing uncertainty and optimal control
Alvarez, Luis H. R. - 1991
Persistent link: https://www.econbiz.de/10000825330
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Measuring the risk-return tradeoff with time-varying conditional covariances
Hedegaard, Esben; Hodrick, Robert J. - 2014
Persistent link: https://www.econbiz.de/10010386644
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The correlates of entrepreneurship in three types of firms
Miller, Danny - In: Corporate entrepreneurship and growth, (pp. 257-278). 2005
Persistent link: https://www.econbiz.de/10003245565
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Modeling volatility spillovers between the variabilities of US inflation and output : the UECCC GARCH model
Conrad, Christian; Karanasos, Menelaos - 2008
This paper employs the unrestricted extended constant conditional correlation GARCH specification proposed in Conrad …
Persistent link: https://www.econbiz.de/10003770689
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Labor income, housing prices, and homeownership
Davidoff, Thomas - In: Journal of urban economics 59 (2006) 2, pp. 209-235
Persistent link: https://www.econbiz.de/10003309621
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Endogenous benchmarks
Hunter, David L.; Kandel, Eugene; Kandel, Shmuel; … - 2010
omitted from popular models, exhibit similarities in their choices of specific stocks and industries, or vary their risk … benchmark for each individual fund within that group. We demonstrate that this model substantially reduces the correlation …
Persistent link: https://www.econbiz.de/10008666531
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Modelling, estimation and visualization of multivariate dependence for high-frequency data
Brodin, Erik; Klüppelberg, Claudia - In: Statistical modelling and regression structures : …, (pp. 267-300). 2010
Persistent link: https://www.econbiz.de/10003964488
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Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market
Li, Xiaoming; Zhang, Bing; Gao, Ruzhao - In: Economics letters 132 (2015), pp. 91-96
Persistent link: https://www.econbiz.de/10011431392
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The informational role of stock and bond volume
Back, Kerry E.; Crotty, Kevin - In: The review of financial studies 28 (2015) 5, pp. 1381-1427
Persistent link: https://www.econbiz.de/10011338200
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Does idiosyncratic volatility proxy for risk exposure?
Chen, Zhanhui; Petkova, Ralitsa - In: The review of financial studies 25 (2012) 9, pp. 2745-2787
Persistent link: https://www.econbiz.de/10009630197