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Multiple cyclical fractional structures in financial time series

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003641950

Patents : a valuable indicator of stock performance

Cardoza, Keith; Gray, Cameron; Barney, Jonathan - In: The journal of investing 17 (2008) 2, pp. 68-74

Persistent link: https://www.econbiz.de/10003758526

Time-series and cross-sectional excess comovement in stock indexes

Kallberg, Jarl G.; Pasquariello, Paolo - In: Journal of empirical finance 15 (2008) 3, pp. 481-502

Persistent link: https://www.econbiz.de/10003759562

US corporate bond returns : a study of market anomalies based on broad industry groups

Nippani, Srinivas; Arize, Augustine Chuck - In: Review of financial economics : RFE 17 (2008) 3, pp. 157-171

Persistent link: https://www.econbiz.de/10003759717

Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution

Chen, Carl R.; Su, Yuli; Huang, Ying - In: Journal of empirical finance 15 (2008) 4, pp. 789-798

Persistent link: https://www.econbiz.de/10003759773

Value at risk and conditional extreme value theory via Markov regime switching models

Samuel, Yau Man Ze-To - In: The journal of futures markets 28 (2008) 2, pp. 155-181

Persistent link: https://www.econbiz.de/10003647707

Liquidity and returns : the impact of inclusion into the S&P 500 index

Chordia, Tarun - In: Stock market liquidity : implications for market …, (pp. 359-386). 2008

Persistent link: https://www.econbiz.de/10003650789

The war on terror and its impact on the long-term volatility of financial markets

Fernández, Viviana - In: International review of financial analysis 17 (2008) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10003765173

Ibbotson SBBI ... classic yearbook

Chicago, Ill. : Morningstar - 2008=1926/2007 - 2015=1926/2014

Persistent link: https://www.econbiz.de/10003767780

Discrete-time stochastic volatility models and MCMC-based statistical inference

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...

Persistent link: https://www.econbiz.de/10003770817