Narrow search
Showing 191 - 200 of 384,805
Cover Image
Hedge fund returns under crisis scenarios : a holistic approach
Stophoros, Chrysostomos; Degiannakis, Stavros; … - In: Research in international business and finance 42 (2017), pp. 1196-1207
Persistent link: https://www.econbiz.de/10011760944
Cover Image
Crude oil and agricultural futures : an analysis of correlation dynamics
Silvennoinen, Annastiina; Thorp, Susan - 2015
Persistent link: https://www.econbiz.de/10011777147
Cover Image
Combination hedging strategies for crude oil and dry bulk feight rates on the impacts of dynamic cross-market interaction
Sun, Xiaoling; Liu, Hailong; Zheng, Shiyuan; Chen, Shun - In: Maritime policy and management : MPM 45 (2018) 1/2, pp. 174-196
Persistent link: https://www.econbiz.de/10011879751
Cover Image
Time varying correlation : a key indicator in finance
D'Ecclesia, Rita L.; Kondi, Denis - In: Handbook of recent advances in commodity and financial …, (pp. 69-87). 2018
Persistent link: https://www.econbiz.de/10011898617
Cover Image
Breaks in the variability and co-movement of G-7 economic growth
Doyle, Brian M.; Faust, Jon - 2003
Persistent link: https://www.econbiz.de/10001901536
Cover Image
Robustness of the CUSUM and CUSUM-of-squares tests to serial correlation, endogeneity and lack of structural invariance : some Monte Carlo evidence
Caporale, Guglielmo Maria; Pittis, Nikitas - 2004
Persistent link: https://www.econbiz.de/10002068644
Cover Image
Modelling non-linear comovements between time series: comment
Mizrach, Bruce Marshall - In: Journal of macroeconomics 31 (2009) 1, pp. 212-215
Persistent link: https://www.econbiz.de/10003840510
Cover Image
Testing for structural breaks in correlation : does it improve Value-at-Risk forecasting?
Berens, Tobias; Weiß, Gregor; Wied, Dominik - 2013
Persistent link: https://www.econbiz.de/10009776165
Cover Image
Covariate unit root tests under structural change and asymmetric STAR dynamics
Tsong, Ching-chuan; Wu, Chien-wei; Chiu, Hsien-hung; … - In: Economic modelling 33 (2013), pp. 101-112
Persistent link: https://www.econbiz.de/10010192034
Cover Image
Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 4, pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923