Applied Financial Economics
Collection
Collection
- ISSN: 09603107
Published by Chapman and Hall, London
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On forecasting excchange rates using neural networks Article
Applied Financial Economics, 589-596.December 1998 -
Modeling changing day-of-the-week seasonality in the S&P500 index Article
Applied Financial Economics, 483-488.January 2000 -
An unbiased variance estimator for overlapping returns Article
Applied Financial Economics, 155-158.Ph.H.B.F. Franses (Philip Hans), P. Bod, D.C. Blitz (David) and R. Kluitman
March 2002 -
Cross- and auto-correlation effects arising from averaging: The case of US interest rates and equity duration Article
Applied Financial Economics, 13(4), 287-294.April 2003 -
Short patches of outliers, ARCH and volatility modeling Article
Applied Financial Economics, 14(4), 221-231.Ph.H.B.F. Franses (Philip Hans), D.J.C. van Dijk (Dick) and A. Lucas (André)
February 2004 -
A simple test for PPP among traded goods Article
Applied Financial Economics, 16(1-2), 19-27.January 2006 -
Disappearing anomalies: A dynamic analysis of the persistence of anomalies Article
Applied Financial Economics, 16(4), 291-302.W.A. Marquering (Wessel), J. Nisser (Johan) and T. Valla (Toni)
February 2006 -
Do consumption-based asset pricing models explain return predictability? Article
Applied Financial Economics, 16(14), 1019-1027.October 2006