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~accessRights:"restricted"
~subject:"Capital market returns"
~subject:"Financial market"
~subject:"Forecasting model"
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Capital market returns
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10,637
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10,196
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2,916
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
2,176
RePEc
2
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1
Bitcoin price jumps and investor sentiment indicators
He, Chi-Wei
;
Wang, Yung-Jang
- In:
Applied economics letters
30
(
2023
)
18
,
pp. 2626-2630
Persistent link: https://www.econbiz.de/10014368296
Saved in:
2
An empirical analysis of herding behaviour : evidence from developed and frontier financial markets
Hakmaoui, Abdelati
;
El Jebari, Ouael
- In:
International journal of computational economics and …
13
(
2023
)
4
,
pp. 374-403
Persistent link: https://www.econbiz.de/10014439720
Saved in:
3
On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Pierdzioch, Christian
;
Rohloff, Sebastian
;
Campe, Roland von
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442354
Saved in:
4
The prospect and volatility of stock prices in aviation business
Hendrawaty, Ernie
;
Azhar, Rialdi
;
Kesumah, Fajrin Satria Dwi
- In:
Macroeconomic risk and growth in the Southeast Asian …
,
(pp. 53-62)
.
2023
Persistent link: https://www.econbiz.de/10014461475
Saved in:
5
Linking asset prices to news without direct asset mentions
Avioz, Ilanit
;
Kedar-Levy, Haim
;
Pungulescu, Crina
; …
- In:
Applied economics letters
30
(
2023
)
20
,
pp. 2907-2912
Persistent link: https://www.econbiz.de/10014414038
Saved in:
6
Pattern, source, destination of volatilities in financial market and policy lessons
Rath, Prabhas Kumar
- In:
Review of Pacific Basin financial markets and policies …
26
(
2023
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014490409
Saved in:
7
Average skewness in global equity markets
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Günaydin, A. Doruk
; …
- In:
International review of finance : the official journal …
23
(
2023
)
2
,
pp. 245-271
Persistent link: https://www.econbiz.de/10014326300
Saved in:
8
Option pricing via breakeven volatility
Hull, Blair
;
Li, Anlong
;
Qiao, Xiao
- In:
Financial analysts journal : FAJ
79
(
2023
)
1
,
pp. 99-119
Persistent link: https://www.econbiz.de/10013540890
Saved in:
9
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
10
The influence of different financial market regimes on the dynamic estimation of GARCH volatility model parameters and volatility forecasting
Viljoen, Helena
;
Conradie, Willie J.
;
Britz, Monique-Mari
- In:
Journal for studies in economics and econometrics : SEE
46
(
2022
)
3
,
pp. 169-184
Persistent link: https://www.econbiz.de/10013482379
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