Pages that link to "Item:Q5939175"

The following pages link to Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities (Q5939175):

Displaying 22 items.

• Moments and cumulants of a mixture (Q496943) (← links)
• Likelihood-based scoring rules for comparing density forecasts in tails (Q737965) (← links)
• Higher-order comoments and asset returns: evidence from emerging equity markets (Q829162) (← links)
• Testing for sign and amplitude asymmetries using threshold autoregressions (Q956521) (← links)
• Interpretation and inference in mixture models: simple MCMC works (Q1019984) (← links)
• Value-at-risk via mixture distributions reconsidered (Q1039677) (← links)
• Tail behavior and dependence structure in the APARCH model (Q1695685) (← links)
• Simple VARs cannot approximate Markov switching asset allocation decisions: an out-of-sample assessment (Q1927136) (← links)
• Central moments, stochastic dominance, moment rule, and diversification with an application (Q2112856) (← links)
• Nonstationary generalised autoregressive conditional heteroskedasticity modelling for fitting higher order moments of financial series within moving time windows (Q2149183) (← links)
• Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction (Q2347737) (← links)
• A switching model with flexible threshold variable: with an application to nonlinear dynamics in stock returns (Q2437202) (← links)
• Optimal forecast combinations under general loss functions and forecast error distributions (Q2439089) (← links)
• Temporal aggregation of Markov-switching financial return models (Q3077477) (← links)
• The Impact of Intensity in Surveillance of Cyclical Processes (Q3155667) (← links)
• Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
• An empirical re-examination of the dividend–investment relation (Q3605225) (← links)
• A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes (Q3615087) (← links)
• A lattice approach for option pricing under a regime-switching GARCH-jump model (Q5051199) (← links)
• Granger-causality in Markov switching models (Q5130215) (← links)
• Time‐Varying Transition Probabilities for Markov Regime Switching Models (Q5346584) (← links)
• EMU equity markets' return variance and spillover effects from the short-term interest rate (Q5746775) (← links)