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A review and analysis of the holiday effect
Brockman, Paul - In: Financial markets, institutions & instruments 4 (1995) 5, pp. 37-58
Persistent link: https://www.econbiz.de/10001200363
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Variance-ratio tests of random walk : an overview
Charles, Amélie; Darné, Olivier; Lozano, Javier - In: Journal of economic surveys 23 (2009) 3, pp. 503-527
Persistent link: https://www.econbiz.de/10003856443
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The evolution of stock market efficiency over time : a survey of the empirical literature
Lim, Kian-Ping; Brooks, Robert - In: Journal of economic surveys 25 (2011) 1, pp. 69-108
Persistent link: https://www.econbiz.de/10009127811
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Multivariate GARCH models : a survey
Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V. K. - 2003
Persistent link: https://www.econbiz.de/10001791482
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Discrete time series, processes, and applications in finance
Zumbach, Gilles O. - 2013
-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book … and continues to be engaged in research on many topics in finance. His primary areas of interest are volatility, ARCH …
Persistent link: https://www.econbiz.de/10009634376
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Volatility and correlation forecasting
Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2006
Volatility has been one of the most active and successful areas of research in time series econometrics and economic … empirical insights to emerge from this burgeoning literature, with a distinct focus on forecasting applications. Volatility is … inherently latent, and Section 1 begins with a brief intuitive account of various key volatility concepts. Section 2 then …
Persistent link: https://www.econbiz.de/10003338446
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Die Auswirkungen der Unternehmenstransparenz auf den Erfolg börsenorientierter Kapitalgesellschaften in Deutschland - Eine Darstellung des aktuellen Forschungsstandes
Schmidt, Marko; Grigoleit, Jens; Nippa, Michael - 2009
Die Erhöhung der Informationstransparenz seitens der Unternehmensleitung gegenüber den Anteilseignern ist eine wesentliche Forderung der Corporate Governance. Deshalb kommt ihr auch bei der Gesetzgebung und der Festlegung von Best Practice-Regeln sowie hinsichtlich der Unternehmensbewertung...
Persistent link: https://www.econbiz.de/10003851333
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A critique of the literature on the US financial debt crisis
Stein, Jerome L. - 2010
A healthy financial system encourages the efficient allocation of capital and risk. The collapse of the house price bubble led to the financial crisis that started in 2007. There is a large empirical literature concerning the relation between asset price bubbles and financial crises. I evaluate...
Persistent link: https://www.econbiz.de/10003936616
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Prediction markets for economic forecasting
Snowberg, Erik; Wolfers, Justin; Zitzewitz, Eric - 2012
Prediction markets - markets used to forecast future events - have been used to accurately forecast the outcome of political contests, sporting events, and, occasionally, economic outcomes. This chapter summarizes the latest research on prediction markets in order to further their utilization by...
Persistent link: https://www.econbiz.de/10009568582
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Revisión de la literatura sobre cuantificación del valor reputación ambiental
Conte Grand, Mariana (contributor) - 2008
Persistent link: https://www.econbiz.de/10003757429