Narrow search
Showing 1 - 10 of 9,584
Cover Image
Aggregate fluctuations and the distribution of firm growth rates
Bottazzi, Giulio; Li, Le; Secchi, Angelo - 2017 - Present version - September 25, 2017
We propose an aggregate growth index that explicitly accounts for non-normality in the micro-economic distribution of … firm growth rates and for the presence of a negative scaling relation between their volatility and the size of the firm … two parts, describing respectively the modal (typical) value of growth rates and the tilt (asymmetry) of their …
Persistent link: https://www.econbiz.de/10011729428
Cover Image
Higher moment exchange rate exposure of S&P500 firms
Bianconi, Marcelo; Cai, Zhe - In: The North American journal of economics and finance : a … 42 (2017), pp. 513-530
Persistent link: https://www.econbiz.de/10011938192
Cover Image
Growth volatility and size : a firm-level study
Calvino, Flavio; Criscuolo, Chiara; Menon, Carlo; … - In: Journal of economic dynamics & control 90 (2018), pp. 390-407
Persistent link: https://www.econbiz.de/10011974098
Cover Image
Effects of exchange rate volatility on bilateral import performance of Vietnam : a dynamic generalised method of moments panel approach
Huynh, Linh T. D.; Hien Thanh Hoang - In: International economic journal 33 (2019) 1, pp. 88-110
Persistent link: https://www.econbiz.de/10012201602
Cover Image
Panel data evidence on the role of education in the growth-volatility relationship
Kedir, Abbi Mamo; Bani, Nor Yasmin Mhd - 2012
Persistent link: https://www.econbiz.de/10009545920
Cover Image
How does trading volume affect financial return distributions?
Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 35 (2014), pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Cover Image
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu; Xie, Haibin - In: Finance research letters 38 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Cover Image
The higher moments of future earnings
Chang, Woo-Jin; Monahan, Steven J.; Ouazad, Amine; … - In: The accounting review : a publication of the American … 96 (2021) 1, pp. 91-116
Persistent link: https://www.econbiz.de/10012439364
Cover Image
A stochastic latent moment model for electricity price formation
Gianfreda, Angelica; Bunn, Derek W. - In: Operations research 66 (2018) 5, pp. 1189-1203
Persistent link: https://www.econbiz.de/10011932421
Cover Image
What Difference Fat Tails Make : A Bayesian MCMC Estimation of Empirical Asset Pricing Models
Glabadanidis, Paskalis - 2017
This chapter presents an empirical application of Bayesian MCMC estimation to the three main asset pricing models in …
Persistent link: https://www.econbiz.de/10012949435