Similar Search Results - EconBiz

Statistical inference for the first-order autoregressive process with the fractional Gaussian noise

Huang, Yinzhong; Xiao, Weilin; Yu, Xiaojian - In: Quantitative finance 24 (2024) 10, pp. 1509-1527

Persistent link: https://www.econbiz.de/10015196938

Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors

Yu, Xiufan; Yao, Jiawei; Xue, Lingzhou - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 342-354

Persistent link: https://www.econbiz.de/10012804117

Dynamic spatiotemporal correlation coefficient based on adaptive weight

Mo, Guoli; Tan, Chunzhi; Zhang, Weiguo; Yu, Xuezeng - In: Financial innovation : FIN 9 (2023) 1, pp. 1-43

Risk management is an important aspect of financial research because correlations among financial data are essential in evaluating portfolio risk. Among various correlations, spatiotemporal correlations involve economic entity attributes and are interrelated in space and time. Such correlations...

Persistent link: https://www.econbiz.de/10014288911

Power enhancement for testing multi-factor asset pricing models via Fisher's method

Yu, Xiufan; Yao, Jiawei; Xue, Lingzhou - In: Journal of econometrics 239 (2024) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10015074451

The dispersion of beta estimates and the investors’ heterogeneous Belief : evidence from the stock market in China

Hong, Jiawei; Yu, Xiaojian; Xiao, Weilin; Zhang, Xili - In: International review of economics & finance : IREF 79 (2022), pp. 540-550

Persistent link: https://www.econbiz.de/10013345756

Robust approach to earnings forecast : a comparison

Yu, Xiaojian; Zhang, Xiaoqian; Lien, Da-hsiang Donald - In: Journal of forecasting 43 (2024) 5, pp. 1530-1558

Persistent link: https://www.econbiz.de/10015108405

An empirical test of arbitrage equilibrium with skewed asset returns : Australian evidence

Faff, Robert W. - In: Asia Pacific journal of management : APJM ; a … 10 (1993) 2, pp. 195-211

Persistent link: https://www.econbiz.de/10001154726

Beta stability and portfolio formation

Brooks, Robert; Faff, Robert W.; Lee, John H. H. - 1993

Persistent link: https://www.econbiz.de/10000869915

Modelling Australian stock market volatility

Brailsford, Timothy J.; Faff, Robert W. - 1993

Persistent link: https://www.econbiz.de/10000878805

Testing the conditional CAPM and the effect of intervaling

Brailsford, Timothy J.; Faff, Robert W. - 1995

Persistent link: https://www.econbiz.de/10000929105

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