Geographic Dependence and Diversification in House Price Returns: The Role of Leverage*.
- Published in:
- Journal of Financial Econometrics, 2024, v. 22, n. 1, p. 297, doi. 10.1093/jjfinec/nbac037
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2024 AND VI 22 AND IP 1
Results: 10
1
2
Volatility of Volatility Estimation: Central Limit Theorems for the Fourier Transform Estimator and Empirical Study of the Daily Time Series Stylized Facts*.
- Published in:
- Journal of Financial Econometrics, 2024, v. 22, n. 1, p. 252, doi. 10.1093/jjfinec/nbac035
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- Publication type:
- Article
3
Periodicity in Cryptocurrency Volatility and Liquidity*.
- Published in:
- Journal of Financial Econometrics, 2024, v. 22, n. 1, p. 224, doi. 10.1093/jjfinec/nbac034
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- Publication type:
- Article
4
Realized GARCH, CBOE VIX, and the Volatility Risk Premium.
- Published in:
- Journal of Financial Econometrics, 2024, v. 22, n. 1, p. 187, doi. 10.1093/jjfinec/nbac033
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- Publication type:
- Article
5
A Consistent and Robust Test for Autocorrelated Jump Occurrences*.
- Published in:
- Journal of Financial Econometrics, 2024, v. 22, n. 1, p. 157, doi. 10.1093/jjfinec/nbac031
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- Publication type:
- Article
6
A New Test for Multiple Predictive Regression*.
- Published in:
- Journal of Financial Econometrics, 2024, v. 22, n. 1, p. 119, doi. 10.1093/jjfinec/nbac030
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- Publication type:
- Article
7
An Enhanced Factor Model for Portfolio Selection in High Dimensions*.
- Published in:
- Journal of Financial Econometrics, 2024, v. 22, n. 1, p. 94, doi. 10.1093/jjfinec/nbac029
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- Publication type:
- Article
8
Semi-Strong Factors in Asset Returns*.
- Published in:
- Journal of Financial Econometrics, 2024, v. 22, n. 1, p. 70, doi. 10.1093/jjfinec/nbac028
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- Publication type:
- Article
9
Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks Affects the CDS Term Structure*.
- Published in:
- Journal of Financial Econometrics, 2024, v. 22, n. 1, p. 30, doi. 10.1093/jjfinec/nbac027
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- Publication type:
- Article
10
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics*.
- Published in:
- Journal of Financial Econometrics, 2024, v. 22, n. 1, p. 1, doi. 10.1093/jjfinec/nbac026
- By:
- Publication type:
- Article