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ECONIS (ZBW)
1,034
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1
Predicting stock realized variance based on an asymmetric robust regression approach
Zhang, Yaojie
;
He, Mengxi
;
Zhao, Yuqi
;
Hao, Xianfeng
- In:
Bulletin of economic research
75
(
2023
)
4
,
pp. 1022-1047
Persistent link: https://www.econbiz.de/10014435626
Saved in:
2
Foreign exchange risk and the predictability of carry trade returns
Cenedese, Gino
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
Journal of banking & finance
42
(
2014
),
pp. 302-313
Persistent link: https://www.econbiz.de/10010408374
Saved in:
3
The impact of downside risk on expected return : evidence from emerging economies
Raza, Hassan
;
Hasan, Arshad
;
Rashid, Abdul
- In:
The Lahore journal of business
8
(
2019
)
1
,
pp. 91-106
Persistent link: https://www.econbiz.de/10012299297
Saved in:
4
Does variance risk premium predict expected returns?
Kuang, Xian-Ji
;
Hsu, Yueh-Hua
;
Chang, Alan
;
Lin, Shih-kuei
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1227-1233
Persistent link: https://www.econbiz.de/10014558807
Saved in:
5
Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
Saved in:
6
Realized quantity extended conditional autoregressive value-at-risk models
Götz, Pit
- In:
Journal of risk : JOR
26
(
2023
)
2
,
pp. 33-63
Persistent link: https://www.econbiz.de/10014487299
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7
Predictive regressions with time-varying coefficients
Dangl, Thomas
;
Halling, Michael
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 157-181
Persistent link: https://www.econbiz.de/10009666666
Saved in:
8
A Singaporean study on macroeconomic variables impacting stock returns
Goh, Boon Leng Mark
;
Talib, Ameen Ali
- In:
Inventi impact: emerging economies
(
2018
)
2
,
pp. 68-86
Persistent link: https://www.econbiz.de/10012241655
Saved in:
9
Data-driven investigation into anomaly trading strategies : evidence with
econometrics
French, Jordan
-
2019
Persistent link: https://www.econbiz.de/10012126157
Saved in:
10
The risk-return fallacy
Henkel, Joachim
- In:
Schmalenbach business review : sbr
52
(
2000
)
4
,
pp. 363-373
Persistent link: https://www.econbiz.de/10001519111
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