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~isPartOf:"Review of quantitative finance and accounting"
~subject:"Autocorrelation misspecification"
~subject:"Volatilität"
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Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias
Juneja, Januj
- In:
Review of quantitative finance and accounting
50
(
2018
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011979271
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2
Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets
Choe, Kwang-il
;
Krausz, Joshua
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
36
(
2011
)
3
,
pp. 323-353
Persistent link: https://www.econbiz.de/10009272482
Saved in:
3
Evidence of feedback trading with Markov switching regimes
Dean, Warren G.
;
Faff, Robert W.
- In:
Review of quantitative finance and accounting
30
(
2008
)
2
,
pp. 133-151
Persistent link: https://www.econbiz.de/10003620890
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