Narrow search
Showing 131 - 140 of 130,949
Cover Image
Testing alphas in conditional time-varying factor models with high-dimensional assets
Ma, Shujie; Lan, Wei; Su, Liangjun; Tsai, Chih-Ling - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 214-227
Persistent link: https://www.econbiz.de/10012179549
Cover Image
Testing conditional factor models
Ang, Andrew; Kristensen, Dennis - In: Journal of financial economics 106 (2012) 1, pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Cover Image
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel; Ñíguez, Trino-Manuel - In: Journal of banking & finance 118 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Cover Image
A nonparametric specification test for the volatility functions of diffusion processes
Chen, Qiang; Hu, Meidi; Song, Xiaojun - In: Econometric reviews 38 (2019) 5, pp. 557-576
Persistent link: https://www.econbiz.de/10012181335
Cover Image
Nonparametric tests for jump detection via false discovery rate control : a Monte Carlo study
Li, Kaiqiao; He, Kan; Nie, Lizhou; Zhu, Wei; Kuan, Pei Fen - In: The journal of risk model validation 13 (2019) 3, pp. 23-44
Persistent link: https://www.econbiz.de/10012140256
Cover Image
Time reversibility tests of volume - volatility dynamics for stock returns
Fong, Wai-mun - In: Economics letters 81 (2003) 1, pp. 39-45
Persistent link: https://www.econbiz.de/10001796388
Cover Image
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - In: The econometrics journal 12 (2009), pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Cover Image
Finite-sample distribution-free inference in linear median regression under heteroskedasticity and nonlinear dependence of unknown form
Coudin, Elise; Dufour, Jean-Marie - 2007
Persistent link: https://www.econbiz.de/10003656187
Cover Image
A comparative study of several bootstrap-based tests for the volatility in continuous-time diffusion models
Yan, Tianshun; Zhang, Liping - In: Portuguese economic journal 19 (2020) 1, pp. 33-47
Persistent link: https://www.econbiz.de/10012254540
Cover Image
Does happiness forecast implied volatility? : evidence from nonparametric wave-based Granger causality testing
Li, Yue; Goodell, John W.; Shen, Dehua - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 113-122
Persistent link: https://www.econbiz.de/10012656244