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A factor-adjusted multiple testing procedure with application to mutual fund selection
Lan, Wei; Du, Lilun - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 147-157
Persistent link: https://www.econbiz.de/10012176556
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Heterogeneity in expectations, risk tolerance, and household stock shares : the attenuation puzzle
Ameriks, John; Kézdi, Gábor; Lee, Minjoon; Shapiro, … - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 3, pp. 633-646
Persistent link: https://www.econbiz.de/10012262501
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Skilled mutual fund selection : false discovery control under dependence
Wang, Lijia; Han, Xu; Tong, Xing - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 578-592
Persistent link: https://www.econbiz.de/10014448373
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A one-sided refined symmetrized data aggregation approach to robust mutual fund selection
Feng, Long; Liu, Binghui; Ma, Yanyuan - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 257-271
Persistent link: https://www.econbiz.de/10014449920
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Evidence of uniform inefficiency in market portfolios based on dominance tests
Anyfantaki, Sofia; Maasoumi, Esfandiar; Ren, Jue; … - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 937-949
Persistent link: https://www.econbiz.de/10013539392
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Theoretical relations between risk premiums and conditional variances
Backus, David - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 177-185
Persistent link: https://www.econbiz.de/10001142128
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A reexamination of finite- and infinite-variance distributions as models of daily stock returns
Tucker, Alan L. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 1, pp. 73-81
Persistent link: https://www.econbiz.de/10001120243
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The distribution of stock returns : new evidence against the stable model
Lau, Amy Hing-ling - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 217-223
Persistent link: https://www.econbiz.de/10001086687
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Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
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Measuring tail thickness to estimate the stable index a : a critique
McCulloch, J. Huston - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 74-81
Persistent link: https://www.econbiz.de/10001214302