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~isPartOf:"International review of financial analysis"
~source:"econis"
~subject:"Estimation"
~subject:"Welt"
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Estimating the marginal law of...
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International review of financial analysis
Working paper / National Bureau of Economic Research, Inc.
945
NBER working paper series
920
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835
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550
Applied economics
534
CESifo working papers
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184
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169
European economic review : EER
168
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ECONIS (ZBW)
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1
How does trading volume affect financial return distributions?
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of financial analysis
35
(
2014
),
pp. 190-206
Persistent link: https://www.econbiz.de/10010530243
Saved in:
2
Some extensions of the CAPM for individual assets
Vendrame, Vasco
;
Tucker, Jon
;
Guermat, Cherif
- In:
International review of financial analysis
44
(
2016
),
pp. 78-85
Persistent link: https://www.econbiz.de/10011623808
Saved in:
3
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
Saved in:
4
Performance and conservatism of monthly FHS VaR : an international investigation
Chrétien, Stéphane
;
Coggins, Frank
- In:
International review of financial analysis
19
(
2010
)
5
,
pp. 323-333
Persistent link: https://www.econbiz.de/10009272652
Saved in:
5
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
6
Predicting international equity returns: evidence from time-varying parameter vector autoregressive models
Gupta, Rangan
;
Huber, Florian
;
Piribauer, Philipp
- In:
International review of financial analysis
68
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012300967
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7
The output gap and stock returns : do cyclical fluctuations predict portfolio returns?
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of financial analysis
26
(
2013
),
pp. 40-50
Persistent link: https://www.econbiz.de/10009717221
Saved in:
8
The price linkages between the equity fund price levels and the stock markets : evidences from cointegration approach and causality analysis of Hong Kong Mandatory Provident Fund (...
Chu, Patrick Kuok-Kun
- In:
International review of financial analysis
19
(
2010
)
4
,
pp. 281-288
Persistent link: https://www.econbiz.de/10009272665
Saved in:
9
What drives Markov regime-switching behavior of stock markets? : The Swiss case
Hess, Martin
- In:
International review of financial analysis
12
(
2003
)
5
,
pp. 527-543
Persistent link: https://www.econbiz.de/10001797473
Saved in:
10
Stock returns, quantile autocorrelation, and volatility forecasting
Zhao, Yixiu
;
Upreti, Vineet
;
Cai, Yuzhi
- In:
International review of financial analysis
73
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012803612
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