Skip to contents

  1. Karremann, Melanie Katharina [Author] ; Kerschgens, Michael [Degree supervisor]; Neggers, Roel [Degree supervisor]

    Return periods and clustering of potential losses associated with European windstorms in a changing climate

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Köln: Universitäts- und Stadtbibliothek Köln, 2014

  2. Tang, Chen [Author]; Shi, Yanlin [Author]

    Forecasting high-dimensional financial functional time series : an application to constituent stocks in Dow Jones index

    Articles
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    2021

    Published in: Journal of risk and financial management ; 14(2021), 8 vom: Aug., Artikel-ID 343, Seite 1-13

  3. Chai, Jian [Author]; Zhao, Chenyu [Author]; Hu, Yi [Author]; Zhang, Zhe George [Author]

    Structural analysis and forecast of gold price returns

    2021

    Published in: Journal of management science and engineering ; 6(2021), 2 vom: Juni, Seite 135-145

  4. Cheng, Tingting [Author]; Gao, Jiti [Author]; Linton, Oliver [Author]

    Nonparametric predictive regressions for stock return brediction

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Cambridge: University of Cambridge, Faculty of Economics, 25 March 2019

    Published in: Cambridge working papers in economics ; 2019,32

  5. Lansing, Kevin J. [Author]; LeRoy, Stephen F. [Author]; Ma, Jun [Author]

    Examining the sources of excess return predictability : stochastic volatility or market inefficiency?

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [San Francisco, CA]: Federal Reserve Bank of San Francisco, December 3, 2018

    Published in: Federal Reserve Bank of San Francisco: Working papers series ; 20181400