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Non-Normalities of the Business Cycle
Knüppel, Malte - 2005
Persistent link: https://www.econbiz.de/10002759902
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Business cycle asymmetries : characterisation and testing based on Markov-switching autoregressions
Clements, Michael P.; Krolzig, Hans-Martin - 1998
Persistent link: https://www.econbiz.de/10001370037
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On turning point detection in cyclical processes : with applications to the monitoring of business cycles
Andersson, Eva - 2001
Persistent link: https://www.econbiz.de/10001609428
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Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Liu, Hening; Miao, Jianjun - In: Journal of monetary economics 69 (2015), pp. 70-89
Persistent link: https://www.econbiz.de/10011326683
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Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel; Timmermann, Allan - 2000
Persistent link: https://www.econbiz.de/10001533300
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Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Perez-Quiros, Gabriel; Timmermann, Allan - 2001
Persistent link: https://www.econbiz.de/10001587542
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Business cycle asymmetries in stock returns : evidence from higher order moments and conditional densities
Pérez-Quirós, Gabriel; Timmermann, Allan - In: Journal of econometrics 103 (2001) 1/2, pp. 259-306
Persistent link: https://www.econbiz.de/10001585367
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Business Cycle Asymmetries in Stock Returns : Evidence from Higher Order Moments and Conditional Densities
Perez-Quiros, Gabriel; Timmermann, Allan - 2021
series for conditional skewness, kurtosis and predictive density. Consistent with economic theory, the gains in predictive …
Persistent link: https://www.econbiz.de/10013320288
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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