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Temporal aggregation and risk-return relation
Jin, Xing; Wang, Leping; Yu, Jun - In: Finance research letters 4 (2007) 2, pp. 104-115
Persistent link: https://www.econbiz.de/10003477216
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Temporal aggregation of volatility models
Meddahi, Nour; Renault, Eric - In: Journal of econometrics 119 (2004) 2, pp. 355-379
Persistent link: https://www.econbiz.de/10001956326
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Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions
Nonejad, Nima - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 973-1009
Persistent link: https://www.econbiz.de/10012616915
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The performance of venture capital investments : do investors overreact?
Achleitner, Ann-Kristin; Engel, Nico; Reiner, Uwe - In: Review of financial economics : RFE 22 (2013) 1, pp. 20-35
Persistent link: https://www.econbiz.de/10009717859
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The curious year-to-year performance of buyout fund returns : another mark-to-market problem?
Hooke, Jeff; Yook, Ken C. - In: The journal of private equity 21 (2017) 1, pp. 9-19
Persistent link: https://www.econbiz.de/10011799821
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Equilibrium shirking, access to credit and endogenous TFP fluctuations
Atolia, Manoj; Tor Einarsson; Marquis, Milton H. - In: Economica 82 (2015) 327, pp. 486-507
Persistent link: https://www.econbiz.de/10011392111
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Are U.S. stock prices mean reverting? : some new tests using fractional integration models with overlapping data and structural breaks
Clark, Steven P.; Coggin, T. Daniel - In: Empirical economics : a journal of the Institute for … 40 (2011) 2, pp. 373-391
Persistent link: https://www.econbiz.de/10008987464
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Risk-return trade-off and behaviour of volatility on the South African stock market : evidence from both aggregate and disaggregate data
Mandimika, Neville Zivanayi; Chinzara, Zivanemoyo - In: The South African journal of economics 80 (2012) 3, pp. 345-366
Persistent link: https://www.econbiz.de/10009714071
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The dynamics of squared returns under contemporaneous aggregation of GARCH models
Jondeau, Eric - In: Journal of empirical finance 32 (2015), pp. 80-93
Persistent link: https://www.econbiz.de/10011556785
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Volatility clustering in monthly stock returns
Jacobsen, Ben; Dannenburg, Dennis Ramon - In: Journal of empirical finance 10 (2003) 4, pp. 479-503
Persistent link: https://www.econbiz.de/10001782292