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Tail dependence between gold and Islamic securities
Maghyereh, Aktham I.; Abdoh, Hussein - In: Finance research letters 38 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012490226
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Performance hypothesis testing with the sharpe ratio : the case of hedge funds
Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 10 (2013) 4, pp. 196-208
Persistent link: https://www.econbiz.de/10010252332
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A parametric bootstrap to evaluate portfolio allocation models
Boynton, Wentworth; Chen, Fang - In: Finance research letters 25 (2018), pp. 76-82
Persistent link: https://www.econbiz.de/10012003460
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A bootstrap test for predictability of asset returns
Kim, Jae H.; Shamsuddin, Abul - In: Finance research letters 35 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
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Quantile-based GARCH-MIDAS : estimating value-at-risk using mixed-frequency information
Xu, Yan; Wang, Xinyu; Liu, Hening - In: Finance research letters 43 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10014632411
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Regression, multicollinearity and Markowitz
Ortiz, Roberto; Contreras, Mauricio; Mellado, Cristhian - In: Finance research letters 58 (2023) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10014636774
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Higher order asymptotic bond price valuation for interest rates with non-Gaussian dependent innovations
Honda, Tetsuhiro; Tamaki, Kenichiro; Shiohama, Takayuki - In: Finance research letters 7 (2010) 1, pp. 60-69
Persistent link: https://www.econbiz.de/10003972397
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Global bond risk premia under falling stars
Zhang, Yugui; Zhu, Jie; Zhu, Xiaoneng - In: Finance research letters 42 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10014580460
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Predicting bond betas using macro-finance variables
Aslanidis, Nektarios; Christiansen, Charlotte; … - In: Finance research letters 29 (2019), pp. 193-199
Persistent link: https://www.econbiz.de/10012418702
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Fundamental anomalies and the size puzzle in China : a data mining approach
Chang, Danting - In: Finance research letters 42 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10014581281