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ECONIS (ZBW)
169
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1
The shifted GARCH model with affine variance : applications in pricing
Escobar, Marcos
;
Hou, Yangyang
;
Stentoft, Lars
- In:
Finance research letters
71
(
2025
),
pp. 1-8
Persistent link: https://www.econbiz.de/10015197067
Saved in:
2
Wall Street sneezes and global finance catches a cold : How does geopolitical risk contribute? A tale of tail
Neto, David
- In:
Finance research letters
73
(
2025
),
pp. 1-7
Persistent link: https://www.econbiz.de/10015211455
Saved in:
3
Firm-specific credit risk estimation in the presence of regimes and noisy prices
Bégin, Jean-François
;
Boudreault, Mathieu
;
Gauthier, …
- In:
Finance research letters
23
(
2017
),
pp. 306-313
Persistent link: https://www.econbiz.de/10011808423
Saved in:
4
Moments of standardized Fernandez-Steel skewed distributions : applications to the estimation of GARCH-type models
Trottier, Denis-Alexandre
;
Ardia, David
- In:
Finance research letters
18
(
2016
),
pp. 311-316
Persistent link: https://www.econbiz.de/10011657263
Saved in:
5
A note of techniques that mitigate floating-point errors in PIN estimation
Ke, Wen-Chyan
;
Chen, Hueiling
;
Lin, Hsiou-Wei William
- In:
Finance research letters
31
(
2019
),
pp. 458-462
Persistent link: https://www.econbiz.de/10012421767
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6
A realized EGARCH-MIDAS model with higher moments
Wu, Xinyu
;
Xie, Haibin
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485028
Saved in:
7
Forecasting US recessions using over 150 years of data : stock-market moments versus oil-market moments
Bouri, Elie
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
Finance research letters
69
(
2024
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10015191431
Saved in:
8
Estimating the precise form of uncovered interest parity under the Stock-Watson dynamic OLS approach
Wu, Yimin
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10015062945
Saved in:
9
FinTech and financial stability : threat or opportunity?
Siti Nurazira Mohd Daud
;
Ahmad, Abd Halim
;
Airil Khalid
; …
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013553620
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10
Can profitability through momentum strategies be enhanced applying a range to standard deviation filter?
Mitra, Subrata Kumar
;
Bawa, Jaslene Kaur
;
Kannadhasan, M.
; …
- In:
Finance research letters
20
(
2017
),
pp. 269-273
Persistent link: https://www.econbiz.de/10011806945
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