Mutual Funds Dynamics and Economic Predictors.
- Published in:
- Journal of Financial Econometrics, 2017, v. 15, n. 2, p. 302, doi. 10.1093/jjfinec/nbx001
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2017 AND VI 15 AND IP 2
Results: 5
1
2
An Investigation into Multivariate Variance Ratio Statistics and their Application to Stock Market Predictability.
- Published in:
- Journal of Financial Econometrics, 2017, v. 15, n. 2, p. 173, doi. 10.1093/jjfinec/nbw014
- By:
- Publication type:
- Article
3
Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation.
- Published in:
- Journal of Financial Econometrics, 2017, v. 15, n. 2, p. 286, doi. 10.1093/jjfinec/nbw012
- By:
- Publication type:
- Article
4
Combining Multivariate Volatility Forecasts: An Economic-Based Approach.
- Published in:
- Journal of Financial Econometrics, 2017, v. 15, n. 2, p. 247, doi. 10.1093/jjfinec/nbw010
- By:
- Publication type:
- Article
5
Testing for Parameter Instability across Different Modeling Frameworks.
- Published in:
- Journal of Financial Econometrics, 2017, v. 15, n. 2, p. 223, doi. 10.1093/jjfinec/nbw008
- By:
- Publication type:
- Article