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An empirical investigation of the usefulness of ARFIMA models for predicting macroeconomic and financial time series
Bhardwaj, Geetesh; Swanson, Norman R. - In: Journal of econometrics 131 (2006) 1, pp. 539-578
Persistent link: https://www.econbiz.de/10006747783
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A Simulation-Based Specification Test for Diffusion Processes
Bhardwaj, Geetesh; Corradi, Valentina; Swanson, Norman R. - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 176-193
Persistent link: https://www.econbiz.de/10008221204
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Subprime mortgage design
Bhardwaj, Geetesh; Sengupta, Rajdeep - In: Journal of banking & finance 36 (2012) 5, pp. 1503-1520
Persistent link: https://www.econbiz.de/10009843645
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FOOLING SOME OF THE PEOPLE ALL OF THE TIME: THE INEFFICIENT PERFORMANCE AND PERSISTENCE OF COMMODITY TRADING ADVISORS
Bhardwaj, Geetesh; Gorton, Gary B.; Rouwenhorst, K.Geert - 2008
Persistent link: https://www.econbiz.de/10008141565
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Pairs Trading: Performance of a Relative-Value Arbitrage Rule
Gatev, Evan; Goetzmann, William N.; Rouwenhorst, K. Geert - In: The review of financial studies 19 (2013) 3, pp. 797-796
Persistent link: https://www.econbiz.de/10010114580
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Does industrial structure explain the benefits of international diversification?
Heston, Steven L.; Geert Rouwenhorst, K. - In: Journal of financial economics 36 (1994) 1, pp. 3-28
Persistent link: https://www.econbiz.de/10006535811
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New evidence on the first financial bubble
Frehen, Rik G.P.; Goetzmann, William N.; Geert … - In: Journal of financial economics 108 (2013) 3, pp. 585-607
Persistent link: https://www.econbiz.de/10010111282
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Corrigendum
Plosser, Charles I.; Geert Rouwenhorst, K. - In: Journal of monetary economics 34 (1994) 1, pp. 139
Persistent link: https://www.econbiz.de/10007708380