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ECONIS (ZBW)
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1
Jump robust two time scale covariance estimation and realized volatility budgets
Boudt, Kris
;
Zhang, Jin
-
2010
Persistent link: https://www.econbiz.de/10009127498
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2
Robust estimation of the simplified multivariate GARCH model
Iqbal, Farhat
- In:
Empirical economics : a journal of the Institute for …
44
(
2013
)
3
,
pp. 1353-1372
Persistent link: https://www.econbiz.de/10009749477
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3
HACking at non-linearity : evidence from stocks and bonds
Bianchi, Robert J.
(
contributor
);
Clements, Adam
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003799348
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4
Information risk and long-run performance of initial public offerings
Ecker, Frank
-
2008
-
1. ed.
Persistent link: https://www.econbiz.de/10003731502
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5
Information Risk and Long-Run Performance of Initial Public Offerings
Ecker, Frank
(
contributor
)
-
2009
Exactly forty years after Eugene Fama's (1965) article "The Behavior of Stock Market Prices" (
Journal
of Business), the …
Persistent link: https://www.econbiz.de/10013521127
Saved in:
6
Household asset accumulation and capital gain in the US
Kitahara, Toru
- In:
Keynes and modern economics
,
(pp. 184-201)
.
2013
Persistent link: https://www.econbiz.de/10009578685
Saved in:
7
Predictability of stock returns : robustness and economic significance
Pesaran, M. Hashem
;
Timmermann, Allan
-
1995
Persistent link: https://www.econbiz.de/10000914280
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8
On the robustness of Ljung-Box and McLeod-Li Q tests : a simulation study
Chen, Yi-ting
(
contributor
)
- In:
Economics bulletin : EB
(
2002
)
Persistent link: https://www.econbiz.de/10001740184
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9
The robustness of tests of structural change in equity returns using factor analysis
Morelli, David
- In:
Applied economics
34
(
2002
)
2
,
pp. 241-251
Persistent link: https://www.econbiz.de/10001642446
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10
Robust test of the January effect in stock markets using Markov-switching model
Chu, Chia-shang James
;
Liu, Tung
;
Rathinasamy, R. S.
- In:
Journal of financial management and analysis : …
17
(
2004
)
1
,
pp. 22-33
Persistent link: https://www.econbiz.de/10002507016
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