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Journal Articles
Review of Accounting and Finance (2025) 24 (3): 353–374.
Published: 03 March 2025
... bubble LPPLS model C13 C51 C58 F52 G15 Q02 and the corresponding equation for the price before the crash is: (4) l o g [ p ( t ) p ( t 0 ) ]   =   k ∫ t 0 t ∫ h ( t ′ ) d t ′ The hazard rate h(t), which...
Journal Articles
Review of Accounting and Finance (2018) 17 (2): 259–279.
Published: 14 May 2018
...-of-sample predictability Time-varying predictability C10 C13 G12 G21 Forecasting market excess returns has received a great deal of attention from researchers because it has implications for portfolio management, market efficiency and economic policy[ 1 ],[ 2 ]. Many variables have been...
Journal Articles
Review of Accounting and Finance (2015) 14 (2): 172–188.
Published: 11 May 2015
... Interdependence EGARCH Nordic region Stock G15 C13 © Emerald Group Publishing Limited 2015 In the 2000s, the interdependence between the European Union (EU) stock markets received more attention in academia. While Kim et al. (2005) apply a bivariate EGARCH model to assess market...

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