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Predicting a corporate credit analyst's risk estimate by logistic and linear models
Erkki K. Laitinen
.
International Review of Financial Analysis
8(2):97--121
(
June 1999
)
Erkki K. Laitinen
.
International Review of Financial Analysis
8(2):97--121
(
June 1999
)
5 years and 2 months ago
by
smicha
1
Credit
analysis
Credit
analysis
(0)
URL
DOI
TeX
On the usefulness of linear factor models in predicting expected returns in mean-variance analysis
Jonathan Fletcher
, and
Joe Hillier
.
International Review of Financial Analysis
11(4):449--466
(
2002
)
Jonathan Fletcher
, and
Joe Hillier
.
International Review of Financial Analysis
11(4):449--466
(
2002
)
5 years and 2 months ago
by
smicha
1
Mean-variance
analysis
Mean-variance
analysis
(0)
URL
DOI
TeX
Stock market response to analysts' perceptions and earnings in a technology-intensive environment
Juha Junttila
,
Juha-Pekka Kallunki
,
Aki Kärja
, and
Minna Martikainen
.
International Review of Financial Analysis
14(1):77--92
(
2005
)
Juha Junttila
,
Juha-Pekka Kallunki
,
Aki Kärja
, and
Minna Martikainen
.
International Review of Financial Analysis
14(1):77--92
(
2005
)
5 years and 2 months ago
by
smicha
1
Industry
analysis
Industry
analysis
(0)
URL
DOI
TeX
The CAPM and value at risk at different time-scales
Viviana Fernandez
.
International Review of Financial Analysis
15(3):203--219
(
2006
)
Viviana Fernandez
.
International Review of Financial Analysis
15(3):203--219
(
2006
)
5 years and 2 months ago
by
smicha
1
Wavelet
analysis
Wavelet
analysis
(0)
URL
DOI
TeX
Pre- and post-1987 crash frequency domain analysis among Pacific Rim equity markets
Kenneth L. Smith
.
Journal of Multinational Financial Management
11(1):69--87
(
February 2001
)
Kenneth L. Smith
.
Journal of Multinational Financial Management
11(1):69--87
(
February 2001
)
5 years and 2 months ago
by
smicha
1
Cross
analysis
spectral
Cross
analysis
spectral
(0)
URL
DOI
TeX
Industry return predictability, timing and profitability
Juan Yao
, and
Lakshman Alles
.
Journal of Multinational Financial Management
16(2):122--141
(
April 2006
)
Juan Yao
, and
Lakshman Alles
.
Journal of Multinational Financial Management
16(2):122--141
(
April 2006
)
5 years and 2 months ago
by
smicha
1
Bayesian
analysis
Bayesian
analysis
(0)
URL
DOI
TeX
Active fund management: Global asset allocation funds
Norris L. Larrymore
, and
Javier Rodriguez
.
Journal of Multinational Financial Management
17(3):244--256
(
July 2007
)
Norris L. Larrymore
, and
Javier Rodriguez
.
Journal of Multinational Financial Management
17(3):244--256
(
July 2007
)
5 years and 2 months ago
by
smicha
1
Style
analysis
Style
analysis
(0)
URL
DOI
TeX
Uncertainties and the precautionary principle in cost-benefit environmental policies
Michael Getzner
.
Journal of Policy Modeling
30(1):1--17
(
December 2007
)
Michael Getzner
.
Journal of Policy Modeling
30(1):1--17
(
December 2007
)
5 years and 2 months ago
by
smicha
1
Cost-benefit
analysis
Cost-benefit
analysis
(0)
URL
DOI
TeX
Environmental Tax Reform and Producer Foresight: An Intertemporal Computable General Equilibrium Analysis
Brita Bye
.
Journal of Policy Modeling
22(6):719--752
(
November 2000
)
Brita Bye
.
Journal of Policy Modeling
22(6):719--752
(
November 2000
)
5 years and 2 months ago
by
smicha
1
Dynamic
analysis
equilibrium
general
Dynamic
analysis
equilibrium
general
(0)
URL
DOI
TeX
The effect of incentive regulation on productive efficiency in telecommunications
Noel D. Uri
.
Journal of Policy Modeling
23(8):825--846
(
November 2001
)
Noel D. Uri
.
Journal of Policy Modeling
23(8):825--846
(
November 2001
)
5 years and 2 months ago
by
smicha
1
Data
analysis
envelopment
Data
analysis
envelopment
(0)
URL
DOI
TeX
Determinants of unemployment duration in Ukraine
Olga Kupets
.
Journal of Comparative Economics
34(2):228--247
(
June 2006
)
Olga Kupets
.
Journal of Comparative Economics
34(2):228--247
(
June 2006
)
5 years and 2 months ago
by
smicha
1
Duration
analysis
Duration
analysis
(0)
URL
DOI
TeX
Simulation of indirect tax reforms using pooled micro and macro French data
Véronique Nichèle
, and
Jean-Marc Robin
.
Journal of Public Economics
56(2):225--244
(
February 1995
)
Véronique Nichèle
, and
Jean-Marc Robin
.
Journal of Public Economics
56(2):225--244
(
February 1995
)
5 years and 2 months ago
by
smicha
1
Empirical
analysis
demand
Empirical
analysis
demand
(0)
URL
DOI
TeX
Is smarter better?: A comparison of adaptive, and simple moving average trading strategies
Craig A. Ellis
, and
Simon A. Parbery
.
Research in International Business and Finance
19(3):399--411
(
September 2005
)
Craig A. Ellis
, and
Simon A. Parbery
.
Research in International Business and Finance
19(3):399--411
(
September 2005
)
5 years and 2 months ago
by
smicha
1
Technical
analysis
Technical
analysis
(0)
URL
DOI
TeX
Hedonic price functions and the measurement of preferences: The case of Swedish wine consumers
Marc Nerlove
.
European Economic Review
39(9):1697--1716
(
December 1995
)
Marc Nerlove
.
European Economic Review
39(9):1697--1716
(
December 1995
)
5 years and 2 months ago
by
smicha
1
Hedonic
analysis
Hedonic
analysis
(0)
URL
DOI
TeX
A statistical approach to the problem of negatives in input-output analysis
Thijs ten Raa
, and
Rick van der Ploeg
.
Economic Modelling
6(1):2--19
(
January 1989
)
Thijs ten Raa
, and
Rick van der Ploeg
.
Economic Modelling
6(1):2--19
(
January 1989
)
5 years and 2 months ago
by
smicha
1
Input-output
analysis
Input-output
analysis
(0)
URL
DOI
TeX
Non-linear programming models for sector and policy analysis : Experiences with the Turkish agricultural sector model
Siegfried Bauer
, and
Haluk Kasnakoglu
.
Economic Modelling
7(3):275--290
(
July 1990
)
Siegfried Bauer
, and
Haluk Kasnakoglu
.
Economic Modelling
7(3):275--290
(
July 1990
)
5 years and 2 months ago
by
smicha
1
Sector
analysis
Sector
analysis
(0)
URL
DOI
TeX
The commodity technology revisited : Theoretical basis and an application to error location in the make-use framework
Albert E. Steenge
.
Economic Modelling
7(4):376--387
(
October 1990
)
Albert E. Steenge
.
Economic Modelling
7(4):376--387
(
October 1990
)
5 years and 2 months ago
by
smicha
1
Input-output
analysis
Input-output
analysis
(0)
URL
DOI
TeX
Qualitative data and error measurement in input-output analysis
Peter Nijkamp
,
Jan Oosterhaven
,
Hans Ouwersloot
, and
Piet Rietveld
.
Economic Modelling
9(4):408--418
(
October 1992
)
Peter Nijkamp
,
Jan Oosterhaven
,
Hans Ouwersloot
, and
Piet Rietveld
.
Economic Modelling
9(4):408--418
(
October 1992
)
5 years and 2 months ago
by
smicha
1
Input-output
analysis
Input-output
analysis
(0)
URL
DOI
TeX
Towards the fundamentals of technical analysis: analysing the information content of High, Low and Close prices
Norbert M. Fiess
, and
Ronald MacDonald
.
Economic Modelling
19(3):353--374
(
May 2002
)
Norbert M. Fiess
, and
Ronald MacDonald
.
Economic Modelling
19(3):353--374
(
May 2002
)
5 years and 2 months ago
by
smicha
1
Technical
analysis
Technical
analysis
(0)
URL
DOI
TeX
A re-examination of international portfolio diversification based on evidence from leveraged bootstrap methods
Abdulnasser Hatemi-J
, and
Eduardo Roca
.
Economic Modelling
23(6):993--1007
(
December 2006
)
Abdulnasser Hatemi-J
, and
Eduardo Roca
.
Economic Modelling
23(6):993--1007
(
December 2006
)
5 years and 2 months ago
by
smicha
1
International
analysis
portfolio
International
analysis
portfolio
(0)
URL
DOI
TeX
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