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~isPartOf:"International review of financial analysis"
~subject:"Capital income"
~subject:"Deutschland"
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Search: subject_exact:"Trend estimation"
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1
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
2
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
3
Revisiting time series momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
Saved in:
4
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
Saved in:
5
High frequency correlation dynamics and day-of-the-week effect : a score-driven approach in an emerging market stock exchange
Bahcivan, Hulusi
;
Karahan, Cenk C.
- In:
International review of financial analysis
80
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013366247
Saved in:
6
Cross-sectional seasonalities and seasonal reversals : evidence from China
Guo, Shuxin
;
Yuan, Yue
;
Ma, Feng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013426257
Saved in:
7
Predicting VaR for China's stock market : a score-driven model based on normal inverse Gaussian distribution
Song, Shijia
;
Li, Handong
- In:
International review of financial analysis
82
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013426497
Saved in:
8
Time series momentum in the US stock market : empirical evidence and theoretical analysis
Zakamulin, Valeriy
;
Giner, Javier
- In:
International review of financial analysis
82
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013426503
Saved in:
9
Temporal aggregation of the Aumann-Serrano and Foster-Hart performance indexes
Hodoshima, Jiro
;
Yamawake, Toshiyuki
- In:
International review of financial analysis
83
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013454995
Saved in:
10
The effects of overnight events on daytime trading sessions
Ham, Hyuna
;
Ryu, Doojin
;
Webb, Robert I.
- In:
International review of financial analysis
83
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013455003
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