Similar Search Results - EconBiz

Contrarians, extrapolators, and stock market momentum and reversal

Atmaz, Adem; Gulen, Huseyin; Cassella, Stefano; Ruan, … - In: Management science : journal of the Institute for … 70 (2024) 9, pp. 5949-5984

Persistent link: https://www.econbiz.de/10015137979

An investment strategy based on stochastic unit root models

Konté, Mamadou A. - In: International journal of economics and finance 5 (2013) 3, pp. 221-228

Persistent link: https://www.econbiz.de/10009719625

Navigating inflation challenges : AI-based portfolio management insights

Bareith, Tibor; Tatay, Tibor; Vancsura, László - In: Risks : open access journal 12 (2024) 3, pp. 1-16

After 2010, the consumer price index fell to a low level in the EU. In the euro area, it remained low between 2010 and 2020. The European Central Bank has even had to take action against the emergence of deflation. The situation changed significantly in 2021. Inflation jumped to levels not seen...

Persistent link: https://www.econbiz.de/10014497442

A regime-switching model of stock returns with momentum and mean reversion

Giner, Javier; Zakamulin, Valeriy - In: Economic modelling 122 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014388630

Econometric analysis of financial count data and portfolio choice : a dynamic approach

Rengifo, Erick W. - 2005

Persistent link: https://www.econbiz.de/10003987160

Cyclicality and term structure of value‐at‐risk within a threshold autoregression setup

Bec, Frédérique; Gollier, Christian - 2014

Persistent link: https://www.econbiz.de/10010415730

Development of an efficient cluster-based portfolio optimization model under realistic market conditions

Massahi, Mahdi; Mahootchi, Masoud; Khamseh, Alireza Arshadi - In: Empirical economics : a journal of the Institute for … 59 (2020) 5, pp. 2423-2442

Persistent link: https://www.econbiz.de/10012315071

Autoregressive conditional duration models for high frequency financial data : an empirical study on mid cap exchange traded funds

Nunkoo, Houmera Bibi Sabera; Gonpot, Preethee Nunkoo; … - In: Studies in economics and finance 39 (2022) 1, pp. 150-173

Persistent link: https://www.econbiz.de/10012798505

Relationship between major developed equity markets and major : frontier equity markets of world

Baig, Muhammad Mansoor; Bilal, Muhammad; Aslam, Waheed - In: Acta Universitatis Danubius / Oeconomica 12 (2016) 1, pp. 182-196

Persistent link: https://www.econbiz.de/10011527086

Dynamic autocorrelation and international portfolio allocation

Kinnunen, Jyri; Martikainen, Minna - In: Multinational finance journal 21 (2017) 1, pp. 21-48

Persistent link: https://www.econbiz.de/10012547453

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