Narrow search
Showing 1 - 10 of 2,346
Cover Image
Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023
Gupta, Rangan; Ji, Qiang; Pierdzioch, Christian; … - In: Finance research letters 58 (2023) 3, pp. 1-9
Persistent link: https://www.econbiz.de/10014631146
Cover Image
Distribution uncertainty and expected stock returns
Chae, Joon; Lee, Eun Jung - In: Finance research letters 25 (2018), pp. 55-61
Persistent link: https://www.econbiz.de/10012003434
Cover Image
Return distribution, leverage effect and spot-futures spread on the hedging effectiveness
Kao, Wei-Shun; Lin, Chu-Hsiung; Changchien, Chang-Cheng; … - In: Finance research letters 22 (2017), pp. 158-162
Persistent link: https://www.econbiz.de/10011808125
Cover Image
Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?
Jiménez, Inés; Mora-Valencia, Andrés; Perote, Javier - In: Finance research letters 49 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013478838
Cover Image
Idiosyncratic asymmetry in stock returns : an entropy measure
Chen, Yan; Liu, Yakun - In: Finance research letters 64 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014531737
Cover Image
How does a change in downside risk affect optimal demand for a risky asset? : comparative statics on Tail Conditional Expectation
Nakamura, Kazuki - In: Finance research letters 58 (2023) 4, pp. 1-5
Persistent link: https://www.econbiz.de/10014633349
Cover Image
Volatility or higher moments : which is more important in return density forecasts of stochastic volatility model?
Li, Chenxing; Zhang, Zehua; Zhao, Ran - In: Finance research letters 67 (2024) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10015062448
Cover Image
Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations
Sleire, Anders D.; Støve, Bård; Otneim, Håkon; … - In: Finance research letters 46 (2022) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10013342680
Cover Image
Extreme returnvolume dependence in East-Asian stock markets : a copula approach
Ning, Cathy Q.; Wirjanto, Tony S. - In: Finance research letters 6 (2009) 4, pp. 202-209
Persistent link: https://www.econbiz.de/10003934162
Cover Image
International stock return co-movements and trading activity
Sheng, Xin; Brzeszczyński, Janusz; Ibrahim, Boulis Maher - In: Finance research letters 23 (2017), pp. 12-18
Persistent link: https://www.econbiz.de/10011808297