Power transformations of absolute returns and long memory estimation

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of empirical finance
1. Verfasser: Dalla, Violetta (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: September 2015
Schlagworte:
Aufsatz in Zeitschrift
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
CEO networks and the labor market for directors 2023 Kim, Hyemin
Limit order revisions across investor sophistication 2023 Chiu, Junmao
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables 2023 Nonejad, Nima
Capital mobility and the long-run return-risk trade-offs of industry portfolios 2023 Chen, Jia
Maximum likelihood estimation of the Hull-White model 2023 Kladívko, Kamil
Portfolio homogeneity and systemic risk of financial networks 2023 Huang, Yajing
Legal enforcement and fintech credit : international evidence 2023 Peng, Hongfeng
Estimating and testing skewness in a stochastic volatility model 2023 Lee, Cheol Woo
How price limit affects the market efficiency in a short-sale constrained market? : evidence from a quasi-natural experiment 2023 Chen, Haiqiang
Foreign institutions, local investors and momentum trading 2023 Bradrania, Reza
Investor sentiment and global economic conditions 2023 Herculano, Miguel C.
Time-varying Z-score measures for bank insolvency risk : best practice 2023 Bouvatier, Vincent
Customer-supplier relationships and non-linear financial policy response 2023 Wong, Kacheng
When "time varying" volatility meets "transaction cost" in portfolio selection 2023 Qiao, W.
Forecasting realized volatility with machine learning : panel data perspective 2023 Zhu, Haibin
The effects of economic uncertainty on financial volatility : a comprehensive investigation 2023 Tong, Chen
Bond issuance and the funding choices of European banks : the consequences of public debt 2023 Rancan, Michela
Term premia and short rate expectations in the euro area 2023 Berardi, Andrea
Portfolio allocation over the life cycle with multiple late-in-life saving motives 2023 Lee, Minjoon
Managerial ability and financial statement disaggregation decisions 2023 Bui, Dien Giau
Alle Artikel auflisten