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type_genre:"Article in journal"
~isPartOf:"Bulletin of economic research"
~isPartOf:"Journal of empirical finance"
~subject:"Börsenkurs"
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Search: subject_exact:"Serial correlation"
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1
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
2
Stock return predictability : evaluation based on interval forecasts
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Bulletin of economic research
74
(
2022
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10013188680
Saved in:
3
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
4
Value at risk forecasts by extreme value models in a conditional duration framework
Herrera, Rodrigo
;
Schipp, Bernhard
- In:
Journal of empirical finance
23
(
2013
),
pp. 33-47
Persistent link: https://www.econbiz.de/10010221789
Saved in:
5
Autocorrelation and partial price adjustment
Anderson, Robert M.
;
Eom, Kyong Shik
;
Hahn, Sang Buhm
; …
- In:
Journal of empirical finance
24
(
2013
),
pp. 78-93
Persistent link: https://www.econbiz.de/10010371989
Saved in:
6
On the intraday periodicity duration adjustment of high-frequency data
Wu, Zhengxiao
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 282-291
Persistent link: https://www.econbiz.de/10009615704
Saved in:
7
Stock return autocorrelations revisited : a quantile regression approach
Baur, Dirk G.
;
Dimpfl, Thomas
;
Jung, Robert
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 254-265
Persistent link: https://www.econbiz.de/10009615707
Saved in:
8
Transaction duration and asymmetric price impact of trades : evidence from Australia
Yang, Joey Wenling
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 91-102
Persistent link: https://www.econbiz.de/10009301172
Saved in:
9
Industry momentum strategies and autocorrelations in stock returns
Pan, Ming-Shiun
;
Liano, Kartono
;
Huang, Gow-Cheng
- In:
Journal of empirical finance
11
(
2004
)
2
,
pp. 185-202
Persistent link: https://www.econbiz.de/10001981299
Saved in:
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