Is anything predictable in market-based surprises?
Year of publication: |
2021
|
---|---|
Authors: | Brugnolini, Luca ; D'Agostino, Antonello ; Tagliabracci, Alex |
Published in: |
Italian economic journal : official peer-reviewed journal of the Italian Economic Association. - Berlin [u.a.] : Springer, ISSN 2199-3238, ZDB-ID 2806643-1. - Vol. 7.2021, 3, p. 387-410
|
Subject: | Market-based surprises | Out-of-sample forecasting | High-frequency data | Prognoseverfahren | Forecasting model | Theorie | Theory | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Prognose | Forecast |
-
Forecasting and trading high frequency volatility on large indices
Liu, Fei, (2018)
-
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan, (2024)
-
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui, (2023)
- More ...
-
Measuring euro area monetary policy
Altavilla, Carlo, (2019)
-
Measuring Euro Area Monetary Policy
Altavilla, Carlo, (2019)
-
MEDSEA-FIN: A DSGE model of the Maltese economy with housing and financial frictions
Gatt, William, (2020)
- More ...