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"KLICing" there and back again : portfolio selection using the empirical likelihood divergence and Hellinger distance
Haley, M. Ryan; McGee, M. Kevin - In: Journal of empirical finance 18 (2011) 2, pp. 341-352
Persistent link: https://www.econbiz.de/10009301111
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Retrieving risk neutral densities from European option prices based on the principle of maximum entropy
Rompolis, Leonidas S. - In: Journal of empirical finance 17 (2010) 5, pp. 918-937
Persistent link: https://www.econbiz.de/10009267235
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Market efficiency and learning in an artificial stock market : a perspective from Neo-Austrian economics
Benink, Harald A.; Gordillo, José Luis; Pardo, Juan Pablo - In: Journal of empirical finance 17 (2010) 4, pp. 668-688
Persistent link: https://www.econbiz.de/10009267259
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Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin; Bai, Lu; He, Lidan; Liu, Zhi - In: Journal of empirical finance 73 (2023), pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
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Stock return prediction : stacking a variety of models
Zhao, Albert Bo; Cheng, Tingting - In: Journal of empirical finance 67 (2022), pp. 288-317
Persistent link: https://www.econbiz.de/10013464400
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Predicting corporate policies using downside risk : a machine learning approach
Avramov, Doron; Li, Minwen; Wang, Hao - In: Journal of empirical finance 63 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10013258693
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Machine learning loss given default for corporate debt
Olson, Luke M.; Qi, Min; Zhang, Xiaofei; Zhao, Xinlei - In: Journal of empirical finance 64 (2021), pp. 144-159
Persistent link: https://www.econbiz.de/10013259408
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A factor-based approach of bond portfolio value-at-risk : the informational roles of macroeconomic and financial stress factors
Tu, Anthony H.; Chen, Yi-Hsuan - In: Journal of empirical finance 45 (2018), pp. 243-268
Persistent link: https://www.econbiz.de/10012102413
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Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio - In: Journal of empirical finance 45 (2018), pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
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Maximal predictability under long-term mean reversion
Hjalmarsson, Erik - In: Journal of empirical finance 45 (2018), pp. 269-282
Persistent link: https://www.econbiz.de/10012102446