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Bayesian asset pricing testing under multivariate t-distribution
Zhang, Heng; Wang, Nianling; Li, Yong; Zhan, Yiwei - In: Applied economics letters 26 (2019) 11, pp. 898-901
Persistent link: https://www.econbiz.de/10012204429
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Bootstrapping and hypothesis testing in non-stationary panel data
Emerson, Jamie; Kao, Chihwa - In: Applied economics letters 12 (2005) 5, pp. 313-318
Persistent link: https://www.econbiz.de/10002753378
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Testing causality among five fertilizer prices
Lakkakula, Prithviraj - In: Applied economics letters 25 (2018) 9, pp. 601-606
Persistent link: https://www.econbiz.de/10011855062
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"Leverage Effect" in country betas and volatilities?
Synyavska, Alina; Ülkü, Numan - In: Applied economics letters 22 (2015) 10/12, pp. 848-853
Persistent link: https://www.econbiz.de/10011286056
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CAPM and the changing distribution of historical returns
Shahi, Chandana; Shaffer, Sherrill - In: Applied economics letters 24 (2017) 7/9, pp. 639-642
Persistent link: https://www.econbiz.de/10011713072
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Decomposition of durable consumption and equity returns
Ren, Yu; Wang, Qin - In: Applied economics letters 28 (2021) 1, pp. 79-84
Persistent link: https://www.econbiz.de/10012415074
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A spectral perspective on excess volatility
Livan, Giacomo; Alfarano, Simone; Milaković, Mishael; … - In: Applied economics letters 22 (2015) 7/9, pp. 745-750
Persistent link: https://www.econbiz.de/10010530017
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Cross-section and GMM/SDF tests of linear factor models
Momani, Mohammad Q. M. - In: Applied economics letters 28 (2021) 7, pp. 590-593
Persistent link: https://www.econbiz.de/10012501545
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Forecasting betas with random forests
Alanis, Emmanuel - In: Applied economics letters 29 (2022) 12, pp. 1134-1138
Persistent link: https://www.econbiz.de/10013412057
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A simple specification test for conditional moment restrictions
Lee, Wei-ming - In: Applied economics letters 14 (2007) 10/12, pp. 839-843
Persistent link: https://www.econbiz.de/10003589440