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Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas; Rodrigues, Paulo Jorge Maurício; … - In: Journal of banking & finance 83 (2017), pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
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Portfolio optimization in the presence of dependent financial returns with long memory : a copula based approach
Boubaker, Heni; Sghaier, Nadia - In: Journal of banking & finance 37 (2013) 2, pp. 361-377
Persistent link: https://www.econbiz.de/10009705653
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Estimating the risk-return trade-off with overlapping data inference
Hedegaard, Esben; Hodrick, Robert J. - In: Journal of banking & finance 67 (2016), pp. 135-145
Persistent link: https://www.econbiz.de/10011634670
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Density forecasting of intraday call center arrivals using models based on exponential smoothing
Taylor, James W. - In: Management science : journal of the Institute for … 58 (2012) 3, pp. 534-549
Persistent link: https://www.econbiz.de/10009525268
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Skewness and the relation between risk and return
Theodossiou, Panayiotis; Savva, Christos S. - In: Management science : journal of the Institute for … 62 (2016) 6, pp. 1598-1609
Persistent link: https://www.econbiz.de/10011502439
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Exploring the role of the realized return distribution in the formation of the implied volatility smile
Chalamandaris, Georgios; Rompolis, Leonidas S. - In: Journal of banking & finance 36 (2012) 4, pp. 1028-1044
Persistent link: https://www.econbiz.de/10009557834
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The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns
Diavatopoulos, Dean; Doran, James S.; Fodor, Andy; … - In: Journal of banking & finance 36 (2012) 3, pp. 786-802
Persistent link: https://www.econbiz.de/10009540475
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Portfolio selection : an extreme value approach
DiTraglia, Francis J.; Gerlach, Jeffrey R. - In: Journal of banking & finance 37 (2013) 2, pp. 305-323
Persistent link: https://www.econbiz.de/10009705699
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Long-term asset tail risks in developed and emerging markets
Straetmans, Stefan; Candelon, Bertrand - In: Journal of banking & finance 37 (2013) 6, pp. 1832-1844
Persistent link: https://www.econbiz.de/10009741911
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Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.; Jašić, Teo; Stoyanov, Stoyan; … - In: Journal of banking & finance 31 (2007) 8, pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928