Work

Directional predictability tests

Year: 2024

Type: article

Source: Econometric Reviews

DOI: 10.1080/07474938.2024.2433106

Authors: Weifeng Jin, Carlos Velasco

Institutions: Universitat de Barcelona, Universidad Carlos III de Madrid

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Comunidad de Madrid, Ministerio de Ciencia e Innovación

Awards: G4100672671, G4857997148, G4969605652, G965144482

OpenAlex ID: W4405704972

FWCI: 0.357

Cites: 33

Cited by: 1

Related to: 10