Search Results - subject:"data driven"

An investigation of the day-of-the-week effect on stock returns in Turkey

Demirer, Rıza; Karan, Mehmet Baha - In: Emerging markets finance & trade : a journal of the … 38 (2002) 6, pp. 47-77

Persistent link: https://www.econbiz.de/10001744488

Day-of-the-week effect on stock returns in India : effect of economic reforms

Sarkar, Nityananda - In: The Asian economic review : journal of the Indian … 44 (2002) 1, pp. 103-110

Persistent link: https://www.econbiz.de/10001702585

The anomalies that aren't there : the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987 - 1997

Coutts, J. Andrew; Sheikh, Mohamed A. - In: Applied financial economics 12 (2002) 12, pp. 863-871

Persistent link: https://www.econbiz.de/10001724693

Day of the week effects : recent evidence from nineteen stock markets

Bayar, Aslı; Kan, Özgür Berk - In: Central Bank review / The Central Bank of the Republic … 2 (2002) 2, pp. 76-90

Persistent link: https://www.econbiz.de/10002000206

Market conditions, return distributions, and the day-of-the-week effects in Thailand: the experience of the 1990s

Chusanachoti, Jirayuth; Kamath, Ravindra R. - In: American business review 20 (2002) 1, pp. 6-14

Persistent link: https://www.econbiz.de/10001681381

Rate-optimal data-driven specification testing in regression models

Guerre, Emmanuel; Lavergne, Pascal - EconWPA - 2001

estimation method, such as a sieves expansion or the kernel method. The choice of the smoothing parameter is data-driven. Under …

Persistent link: https://www.econbiz.de/10005407986

Supplement to the Paper "Interative plug-in algorithms for SEMIFAR models - definition, convergence and asymptotic properties": Detailed Simulation Results

Beran, Jan; Yuanhua.Feng - Zentrum für Finanzen und Ökonometrie, Fachbereich … - 2001

This paper is written as a supplement to our paper Iterative plug-in algorithms for SEMIFAR models-definition, convergence and asymptotic properties (Beran and Feng, 2001). The purpose of this supplement is to report the detailed simulation results, because it is impossible to include all of...

Persistent link: https://www.econbiz.de/10005146738

Intermediate Approach to Comparison of Some Goodness-of-Fit Tests

Inglot, Tadeusz; Ledwina, Teresa - In: Annals of the Institute of Statistical Mathematics 53 (2001) 4, pp. 810-834

Persistent link: https://www.econbiz.de/10005184614

Modelling the day-of-the-week effect in the Kuwait Stock Exchange : a nonlinear GARCH representation

Loughani, Nabeel E. al; Chappell, David - In: Applied financial economics 11 (2001) 4, pp. 353-359

Persistent link: https://www.econbiz.de/10001594851

Changes in settlement regime and the modulation of day-of-the-week effects in stock returns

Keef, Stephen P.; McGuinness, Paul B. - In: Applied financial economics 11 (2001) 4, pp. 361-372

Persistent link: https://www.econbiz.de/10001594852