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Out-of-sample comparison of copula specifications in multivariate density forecasts

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The economic value of fundamental and technical information in emerging currency markets

Zwart, Gerben Jacobus de; Markwat, Thijs; Swinkels, Laurens - In: Journal of international money and finance 28 (2009) 4, pp. 581-604

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Contagion as a domino effect in global stock markets

Markwat, Thijs; Kole, Erik; Dijk, Dick van - In: Journal of banking & finance 33 (2009) 11, pp. 1996-2012

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Introduction: Forecasting returns and risk in financial markets using linear and nonlinear models

Clements, Michael P.; Milas, Costas; Dijk, Dick van - In: International journal of forecasting 25 (2009) 2, pp. 215-217

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Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements

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Crisis macroeconómica y desempeño de la empresa individual

Fassler, Karen Watkins - In: El trimestre económico 76 (2009) 4, pp. 991-1026

Este artículo considera proporciones (ratios) financieras, operativas, de solvencia y desempeño para detectar cuándo hay variaciones en los estados financieros de las empresas mexicanas, a raíz de la crisis cambiaria de 1994, con datos trimestrales de 88 empresas mexicanas no financieras que...

Persistent link: https://www.econbiz.de/10003903085