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The growth of business firms : facts and theory
Buldyrev, Sergey V.; Riccaboni, Massimo; Growiec, Jakub; … - In: Journal of the European Economic Association 5 (2007) 2/3, pp. 574-584
Persistent link: https://www.econbiz.de/10003483880
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Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Huber, Florian - In: International journal of forecasting 32 (2016) 3, pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
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What proportion of time is a particular market inefficient? : a method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid; Satchell, Stephen - In: Journal of time series econometrics 10 (2018) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10011898000
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Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
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Long term forecasts of volatility in the market for crude oil : do futures prices offer any clues?
Brochu, Stephen M. - 2002
Persistent link: https://www.econbiz.de/10001875427
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Credit derivatives
Hull, John; White, Alan - 2013
Persistent link: https://www.econbiz.de/10009696025
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Empirical behavior of a world stock index from intra-day to monthly time scales
Breymann, Wolfgang; Lüthi, David; Platen, Eckhard - 2009
Persistent link: https://www.econbiz.de/10003857529
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Generalized dynamic panel data models with random effects for cross-section and time
Mesters, Geert; Koopman, Siem Jan - 2012
Persistent link: https://www.econbiz.de/10009722706
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What proportion of time is a particular market inefficient? : analysing market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid; Satchell, Stephen - 2016
Persistent link: https://www.econbiz.de/10011456022
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Empirical Behavior of a World Stock Index from Intra-Day to Monthly Time Scales
Breymann, Wolfgang - 2012
Most of the papers that study the distributional and fractal properties of financial instruments focus on stock prices or foreign exchange rates. This typically leads to mixed results concerning the distributions of log-returns and some multi-fractal properties of exchange rates, stock prices,...
Persistent link: https://www.econbiz.de/10013098196