E-LIB Suche - Ergebnisse für: Nardari, Federico

1

Forecasting variance swap payoffs:

Dark, Jonathan ; Gao, Xin ; van der Heijden, Thijs.
Journal of Futures Markets. 42 (2022) 12 - p. 2135-2164 , 2022

Link: https://doi.org/10.1002/..

2

Do Commodities Add Economic Value in Asset Allocation? New ..:

Gao, Xin ; Nardari, Federico
The Journal of Financial and Quantitative Analysis. 53 (2018) 1 - p. 365-393 , 2018

Link: https://www.jstor.org/st..

3

Do Commodities Add Economic Value in Asset Allocation? New ..:

Gao, Xin ; Nardari, Federico
Journal of Financial and Quantitative Analysis. 53 (2018) 1 - p. 365-393 , 2018

Link: https://doi.org/10.1017/..

4

Parcel Size and Land Value:: A Comparison of Approaches:

Guntermann, Karl L. ; Horenstein, Alex R. ; Nardari, Federico.
The Journal of Real Estate Research. 37 (2015) 2 - p. 281-320 , 2015

Link: https://www.jstor.org/st..

5

Investor behavior in the mutual fund industry: evidence fro..:

Cashman, George D. ; Nardari, Federico ; Deli, Daniel N..
Journal of Economics and Finance. 38 (2012) 4 - p. 541-567 , 2012

Link: https://doi.org/10.1007/..

6

Investors Do Respond to Poor Mutual Fund Performance: Evide..:

Cashman, George D. ; Deli, Daniel N. ; Nardari, Federico.
Financial Review. 47 (2012) 4 - p. 719-739 , 2012

Link: https://doi.org/10.1111/..

7

Time-varying short-horizon predictability☆:

Henkel, Sam James ; Martin, J. Spencer ; Nardari, Federico
Journal of Financial Economics. 99 (2011) 3 - p. 560-580 , 2011

Link: https://doi.org/10.1016/..

8

Do Market Efficiency Measures Yield Correct Inferences? A C..:

Griffin, John M. ; Kelly, Patrick J. ; Nardari, Federico
Review of Financial Studies. 23 (2010) 8 - p. 3225-3277 , 2010

Link: https://doi.org/10.1093/..

9

Do Market Efficiency Measures Yield Correct Inferences? A C..:

Griffin, John M. ; Kelly, Patrick J. ; Nardari, Federico
The Review of Financial Studies. 23 (2010) 8 - p. 3225-3277 , 2010

Link: https://www.jstor.org/st..

10

Explaining the early years of the euro exchange rate: An ep..:

Gómez, Manuel ; Melvin, Michael ; Nardari, Federico
European Economic Review. 51 (2007) 3 - p. 505-520 , 2007

Link: https://doi.org/10.1016/..

11

Bayesian Analysis of Linear Factor Models with Latent Facto..:

Nardari, Federico ; Scruggs, John T.
The Journal of Financial and Quantitative Analysis. 42 (2007) 4 - p. 857-891 , 2007

Link: https://www.jstor.org/st..

12

Do Investors Trade More When Stocks Have Performed Well? Ev..:

Griffin, John M. ; Nardari, Federico ; René M. Stulz
The Review of Financial Studies. 20 (2007) 3 - p. 905-951 , 2007

Link: https://www.jstor.org/st..

13

Bayesian Analysis of Linear Factor Models with Latent Facto..:

Nardari, Federico ; Scruggs, John T.
Journal of Financial and Quantitative Analysis. 42 (2007) 4 - p. 857-891 , 2007

Link: https://doi.org/10.1017/..

14

Do Investors Trade More When Stocks Have Performed Well? Ev..:

Griffin, John M. ; Nardari, Federico ; Stulz, René M.
Review of Financial Studies. 20 (2006) 3 - p. 905-951 , 2006

Link: https://doi.org/10.1093/..

15

Analysis of high dimensional multivariate stochastic volati..:

Chib, Siddhartha ; Nardari, Federico ; Shephard, Neil
Journal of Econometrics. 134 (2006) 2 - p. 341-371 , 2006

Link: https://doi.org/10.1016/..