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~institution:"Birkbeck College / Department of Economics"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~subject:"Capital income"
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Capital income
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Birkbeck College / Department of Economics
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Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
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2
Efficiency, risk aversion and portfolio insurance : an analysis of financial asset portfolios held by investors in the United Kingdom
Blake, David
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1995
Persistent link: https://www.econbiz.de/10000924810
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3
Why do dividend yields forecast stock returns?
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924239
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4
Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10000924261
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6
Essays on financial time series with a focus on high-frequency data
Becker, Janis
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2020
Persistent link: https://www.econbiz.de/10012225306
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7
Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
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2022
Persistent link: https://www.econbiz.de/10013256100
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8
Empirical essays on stock return predictability using macroeconomic variables and technical indicators
Bätje, Fabian
-
2017
Persistent link: https://www.econbiz.de/10012123337
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9
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
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1995
Persistent link: https://www.econbiz.de/10000924235
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