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Nichtlineare Modellierung von Hedge-Fonds-Renditen : Eine empirische Untersuchung mit Hilfe des Bayesschen Strukturbruchmodells

Thies, Sven - 2018 - 1. Auflage

Persistent link: https://www.econbiz.de/10012522771

Relative forecasting performance of volatility models : Monte Carlo evidence

Lux, Thomas; Morales-Arias, Leonardo - 2010

A Monte Carlo (MC) experiment is conducted to study the forecasting performance of a variety of volatility models under alternative data generating processes (DGPs). The models included in the MC study are the (Fractionally Integrated) Generalized Autoregressive Conditional Heteroskedasticity...

Persistent link: https://www.econbiz.de/10003932329

Has international CPI inflation comovement strengthened since the global financial crisis?

Sin, In-sŏk; Kang, Kyu Ho - In: Macroeconomic dynamics 27 (2023) 1, pp. 111-140

Persistent link: https://www.econbiz.de/10014247352

Developed and emerging equity market tail risk : is it constant?

Straetmans, Stefan; Candelon, Bertrand - In: Emerging markets and the global economy, (pp. 241-270). 2014

Persistent link: https://www.econbiz.de/10010434652

Can institutions and macroeconomic factors predict stock returns in emerging markets?

Narayan, Paresh Kumar; Narayan, Seema; Thuraisamy, … - In: Emerging markets review 19 (2014), pp. 77-95

Persistent link: https://www.econbiz.de/10010418050

Panel data analysis of multi-factor capital asset pricing models

Makwasha, Tariro; Wright, Jill; Silvapulle, Paramsothy - In: Applied economics 51 (2019) 60, pp. 6459-6475

Persistent link: https://www.econbiz.de/10012197351

Predictability and pricing efficiency in forward and spot, developed and emerging currency markets

Potì, Valerio; Levich, Richard M.; Conlon, Thomas - In: Journal of international money and finance 107 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012395628

Trading timing and the returns to trend-following

Zoicas-Ienciu, Adrian - In: Applied economics letters 26 (2019) 4, pp. 311-315

Persistent link: https://www.econbiz.de/10012204197

The predictive power of commodity prices for future economic growth : evaluating the role of economic development

Enilov, Martin - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3040-3062

Persistent link: https://www.econbiz.de/10014635284

Multiple testing of the forward rate unbiasedness hypothesis across currencies

Fu, Hsuan; Luger, Richard - In: Journal of empirical finance 68 (2022), pp. 232-245

Persistent link: https://www.econbiz.de/10013464493