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Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Chang, Kuang-Liang; Lee, Chingnun; He, Chi-Wei - In: Applied economics letters 30 (2023) 16, pp. 2189-2194
Persistent link: https://www.econbiz.de/10014364640
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Nonstationary binary choice
Park, Joon Y.; Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1249-1280
Persistent link: https://www.econbiz.de/10001510582
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Revisiting the question : does corporate headquarters location matter for stock returns?
Moon, Kenneth P.; Lesage, James P. - In: Applied economics letters 18 (2011) 4/6, pp. 505-508
Persistent link: https://www.econbiz.de/10009232940
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Marginal or copula : which one is critical?
Choi, Pilsun; Min, Insik - In: Applied economics letters 20 (2013) 16/18, pp. 1462-1465
Persistent link: https://www.econbiz.de/10010213173
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Asymptotic distribution theory for nonparametric entropy measures of serial dependence
Hong, Yongmiao; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 837-901
Persistent link: https://www.econbiz.de/10002876743
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Modeling and forecasting realized volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 2, pp. 579-625
Persistent link: https://www.econbiz.de/10001750369
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Distribution of wealth and incomplete markets : theory and empirical evidence
Fiaschi, Davide; Marsili, Matteo - In: Journal of economic behavior & organization : JEBO 81 (2012) 1, pp. 243-267
Persistent link: https://www.econbiz.de/10009505566
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A note on return distribution of UK stock indices
Balaban, Ercan; Ouenniche, Jamal; Politou, Danae - In: Applied economics letters 12 (2005) 9, pp. 573-576
Persistent link: https://www.econbiz.de/10003015769
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Long-term memory in stock market prices
Lo, Andrew W. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 5, pp. 1279-1313
Persistent link: https://www.econbiz.de/10001113285
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Trading timing and the returns to trend-following
Zoicas-Ienciu, Adrian - In: Applied economics letters 26 (2019) 4, pp. 311-315
Persistent link: https://www.econbiz.de/10012204197