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Can we reject linearity in an HAR-RV model for the S&P 500? : insights from a nonparametric HAR-RV
Lahaye, Jérôme; Shaw, Philip - In: Economics letters 125 (2014) 1, pp. 43-46
Persistent link: https://www.econbiz.de/10010504778
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Investigating the intertemporal risk–return relation in international stock markets with the component GARCH model
Guo, Hui; Neely, Christopher J. - In: Economics letters 99 (2008) 2, pp. 371-374
Persistent link: https://www.econbiz.de/10008050594
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The taste for leisure, career choice, and the returns to education
Guo, Hui; Neely, Christopher J. - In: Economics letters 99 (2008) 2, pp. 353-357
Persistent link: https://www.econbiz.de/10008398409
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Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Guo, Hui; Neely, Christopher J. - In: Economics letters 99 (2008) 2, pp. 371-374
Persistent link: https://www.econbiz.de/10003723835
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Supply and demand shifts of shorts before Fed announcements during QE1-QE3
McInish, Thomas H.; Neely, Christopher J.; Planchon, Jade - In: Economics letters 200 (2021), pp. 1-3
Persistent link: https://www.econbiz.de/10012606824