Narrow search
Showing 1 - 10 of 64,814
Cover Image
Who trades on momentum?
Baltzer, Markus; Jank, Stephan; Smajlbegovic, Esad - 2014
during the market downturn of the Great Recession and just before the crash of the momentum strategy in 2009. Finally, our … overperformance of past losers and the reversal of the momentum strategy. …
Persistent link: https://www.econbiz.de/10010471006
Cover Image
A new empirical approach to explain the stock market yield : a combination of dynamic panel estimation and factor analysis
Will, Matthias Georg - 2011
This paper presents an empirical approach that combines competing paradigms of mod-eling in empirical capital market research. The approach simultaneously estimates the explanatory power of fundamentals, expectations, and historic yield patterns, making it possible to test the extent to which...
Persistent link: https://www.econbiz.de/10011785220
Cover Image
A new empirical approach to explain the stock market yield : a combination of dynamic panel estimation and factor analysis
Will, Matthias Georg - 2011
Persistent link: https://www.econbiz.de/10009355881
Cover Image
A note on the stochastic properties of German stock returns
Lux, Thomas - 1998
Persistent link: https://www.econbiz.de/10001372601
Cover Image
Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de; Raunig, Burkhard - 2002
indices, the regression based evaluation strategy is compared with a recently proposed methodology based on likelihood ratio …
Persistent link: https://www.econbiz.de/10011431370
Cover Image
Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de; Raaij, Gabriela de; Raunig, Burkhard - 2002
indices, the regression based evaluation strategy is compared with a recently proposed methodology based on likelihood ratio …
Persistent link: https://www.econbiz.de/10001657476
Cover Image
Nichtparametrische Quantilsprognose und ihre Anwendung auf Aktienrenditen
Abberger, Klaus - 1995
In diesem Aufsatz wird die nichtparametrische Autoregression auf die Prognose von Quantilen angewendet. Verfahren der Kernregression werden benutzt, um zu autoregressiven Quantiisschätzern zu gelangen. Da die üblichen Maße zur Beurteilung der Prognose, wie etwa der mittlere quadratische...
Persistent link: https://www.econbiz.de/10009681115
Cover Image
Nichtparametrische Quantilsprognose und ihre Anwendung auf Aktienrenditen
Abberger, Klaus - 1995
Persistent link: https://www.econbiz.de/10013388162
Cover Image
Does macroeconomics help in predicting stock markets volatility comovements? : a nonlinear approach
Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo - 2019
Persistent link: https://www.econbiz.de/10012154493
Cover Image
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio - 2017
Persistent link: https://www.econbiz.de/10011817412