IDEAS home Printed from https://ideas.repec.org/r/spr/sprbok/978-1-4614-7750-1.html
   My bibliography  Save this item

Handbook of Financial Econometrics and Statistics

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Bello Musa Zango & Sanni Mohammed Lekan & Mohammed Jibrin Katun, 2020. "Conventional Methods in Housing Market Analysis: A Review of Literature," Baltic Journal of Real Estate Economics and Construction Management, Sciendo, vol. 8(1), pages 227-241, January.
  2. Díaz-Mendoza, Ana-Carmen & Pardo, Angel, 2020. "Holidays, weekends and range-based volatility," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
  3. Joseph Olorunfemi Akande & Farai Kwenda, 2017. "Does Competition Cause Stability in Banks? SFA and GMM Application to Sub-Saharan Africa Commercial Banks," Journal of Economics and Behavioral Studies, AMH International, vol. 9(4), pages 173-186.
  4. Emily Lin & Chu-Lan Michael Kao & Natasha Sonia Adityarini, 2021. "Data-driven tree structure for PIN models," Review of Quantitative Finance and Accounting, Springer, vol. 57(2), pages 411-427, August.
  5. Stavroyiannis, Stavros & Babalos, Vassilios, 2019. "Herding behavior in cryptocurrencies revisited: Novel evidence from a TVP model," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 57-63.
  6. Laura Garcia‐Jorcano & Alfonso Novales, 2021. "Volatility specifications versus probability distributions in VaR forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 189-212, March.
  7. Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2019. "What is a better cross-hedge for energy: Equities or other commodities?," Global Finance Journal, Elsevier, vol. 42(C).
  8. Zhang, Weiping & Zhuang, Xintian & Wang, Jian & Lu, Yang, 2020. "Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  9. Snezana Eminidou & Marios Zachariadis & Elena Andreou, 2020. "Inflation Expectations and Monetary Policy Surprises," Scandinavian Journal of Economics, Wiley Blackwell, vol. 122(1), pages 306-339, January.
  10. Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016. "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 943-971, November.
  11. Joanna Lizińska & Leszek Czapiewski, 2019. "Is Window-Dressing around Going Public Beneficial? Evidence from Poland," JRFM, MDPI, vol. 12(1), pages 1-16, January.
  12. Zhou, Xiaoping & Durfee, Antonina V. & Fabozzi, Frank J., 2016. "On stability of operational risk estimates by LDA: From causes to approaches," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 266-278.
  13. Manak C. Gupta, 2016. "An Integrated Model for the Cost-Minimizing Funding of Corporate Activities over Time," Review of Economics & Finance, Better Advances Press, Canada, vol. 6, pages 1-18, November.
  14. I. Koetsier & J.A. Bikker, 2018. "Herding behavior of Dutch pension funds in asset class investments," Working Papers 18-04, Utrecht School of Economics.
  15. Laura Garcia-Jorcano & Alfonso Novales, 2020. "A dominance approach for comparing the performance of VaR forecasting models," Computational Statistics, Springer, vol. 35(3), pages 1411-1448, September.
  16. Priyanka Naik & Y. V. Reddy, 2021. "Stock Market Liquidity: A Literature Review," SAGE Open, , vol. 11(1), pages 21582440209, January.
  17. Daquan Huang & Xiaoqing Yang & Zhen Liu & Xingshuo Zhao & Fanhao Kong, 2018. "The Dynamic Impacts of Employment Subcenters on Residential Land Price in Transitional China: An Examination of the Beijing Metropolitan Area," Sustainability, MDPI, vol. 10(4), pages 1-22, March.
  18. Phillips, Emir, 2019. "Nassim Taleb heads international banking’s first Grey/Black Swan Committee," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 117-122.
  19. Liu, Yulin & Yin, Mogeng & Hansen, Mark, 2019. "Economic costs of air cargo flight delays related to late package deliveries," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 125(C), pages 388-401.
  20. Cheng Few Lee, 2020. "Financial econometrics, mathematics, statistics, and financial technology: an overall view," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1529-1578, May.
  21. Dao, Phong B., 2022. "Condition monitoring and fault diagnosis of wind turbines based on structural break detection in SCADA data," Renewable Energy, Elsevier, vol. 185(C), pages 641-654.
  22. Ian Koetsier & Jacob A. Bikker, 2023. "Herd Behaviour of Pension Funds by Asset Class," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 15(2), pages 1-26, February.
  23. Baghestani, Hamid & Toledo, Hugo, 2017. "Do analysts' forecasts of term spread differential help predict directional change in exchange rates?," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 62-69.
  24. Fernando Díaz & Pablo A Henríquez, 2021. "Social sentiment segregation: Evidence from Twitter and Google Trends in Chile during the COVID-19 dynamic quarantine strategy," PLOS ONE, Public Library of Science, vol. 16(7), pages 1-29, July.
  25. Kun Liang & Cuiqing Jiang & Zhangxi Lin & Weihong Ning & Zelin Jia, 2017. "The nature of sellers’ cyber credit in C2C e-commerce: the perspective of social capital," Electronic Commerce Research, Springer, vol. 17(1), pages 133-147, March.
  26. Díaz, Fernando & Henríquez, Pablo A. & Winkelried, Diego, 2022. "Stock market volatility and the COVID-19 reproductive number," Research in International Business and Finance, Elsevier, vol. 59(C).
  27. Phong B. Dao, 2021. "A CUSUM-Based Approach for Condition Monitoring and Fault Diagnosis of Wind Turbines," Energies, MDPI, vol. 14(11), pages 1-19, June.
  28. Matthias Fischer & Kevin Jakob, 2016. "pTAS distributions with application to risk management," Journal of Statistical Distributions and Applications, Springer, vol. 3(1), pages 1-18, December.
  29. Sharma, Rohit & Newman, Peter, 2018. "Does urban rail increase land value in emerging cities? Value uplift from Bangalore Metro," Transportation Research Part A: Policy and Practice, Elsevier, vol. 117(C), pages 70-86.
  30. Han, Chuan-Hsiang & Chang, Chien-Hung & Kuo, Chii-Shyan & Yu, Shih-Ti, 2015. "Robust hedging performance and volatility risk in option markets: Application to Standard and Poor's 500 and Taiwan index options," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 160-173.
  31. Cheng-Few Lee & Chengru Hu & Maggie Foley, 2021. "Differential risk effect of inside debt, CEO compensation diversification, and firm investment," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 505-543, February.
  32. Zhiwei Zhang & Dayong Zhang & Fei Wu & Qiang Ji, 2021. "Systemic risk in the Chinese financial system: A copula‐based network approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2044-2063, April.
  33. Balli, Faruk & De Bruin, Anne & Balli, Hatice Ozer & Karimov, Jamshid, 2020. "Corporate net income and payout smoothing under Shari'ah compliance," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
  34. Chen, Xiangyu & Tongurai, Jittima, 2021. "Cross-commodity hedging for illiquid futures: Evidence from China's base metal futures market," Global Finance Journal, Elsevier, vol. 49(C).
  35. Zura Kakushadze & Willie Yu, 2017. "Notes on Fano Ratio and Portfolio Optimization," Papers 1711.10640, arXiv.org, revised Apr 2018.
  36. I. Koetsier & J.A. Bikker, 2018. "Herding behavior of Dutch pension funds in asset class investments," Working Papers 18-04, Utrecht School of Economics.
  37. Zaremba, Adam, 2019. "Price range and the cross-section of expected country and industry returns," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 174-189.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.