Narrow search
Showing 51 - 60 of 734,742
Cover Image
Dynamic forecasting : efficacy of rolling symmetric and asymmetric GARCH models
Talwar, Shalini - In: South Asian journal of management : SAJM 23 (2016) 3, pp. 102-142
Persistent link: https://www.econbiz.de/10011643885
Cover Image
Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra; Barai, Parama; Rajib, Prabina - In: Applied economics 50 (2018) 23, pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
Cover Image
Forecasting volatility of tanker freight rates based on asymmetric regime-switching GARCH models
Lauenstein, Philipp; Walther, Thomas - In: International journal of financial engineering and risk … 2 (2016) 3, pp. 172-199
Persistent link: https://www.econbiz.de/10011778834
Cover Image
The accuracy of asymmetric GARCH model estimation
Charles, Amélie; Darné, Olivier - In: International economics : a journal published by CEPII … 157 (2019), pp. 179-202
Persistent link: https://www.econbiz.de/10012318700
Cover Image
Hedge fund return higher moments over the business cycle
Racicot, François-Éric; Théoret, Raymond - In: Economic modelling 78 (2019), pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Cover Image
Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam; Maydybura, Alina - In: Applied economics 51 (2019) 49, pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236
Cover Image
The Black-Litterman model and views from a reverse optimization procedure : an out-of-sample performance evaluation
Allaj, Erindi - In: Computational management science 17 (2020) 3, pp. 465-492
Persistent link: https://www.econbiz.de/10012308608
Cover Image
Black-Litterman model for continuous distributions
Palczewski, Andrzej; Palczewski, Jan - In: European journal of operational research : EJOR 273 (2019) 2, pp. 708-720
Persistent link: https://www.econbiz.de/10011987580
Cover Image
Is idiosyncratic volatility related to returns?evidence from a subset of firms with quality idiosyncratic volatility estimates
Bergbrant, Mikael; Kassa, Haimanot - In: Journal of banking & finance 127 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012821006
Cover Image
How do factor premia vary over time? : a century of evidence
Ilmanen, Antti; Israel, Ronen; Lee, Rachel; Moskowitz, … - In: Journal of investment management : JOIM 19 (2021) 4, pp. 15-57
Persistent link: https://www.econbiz.de/10013164702