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Stylized facts of financial time series and three popular models of volatility

Malmsten, Hans (contributor); Teräsvirta, Timo (contributor) - 2004 - [Elektronische Ressource], Rev. September 3, 2004

Properties of three well-known and frequently applied first-order models for modelling and forecasting volatility in financial series such as stock and exchange rate returns are considered. These are the standard Generalized Autoregressive Conditional Heteroskedasticity (GARCH), the Exponential...

Persistent link: https://www.econbiz.de/10002199620

Stock market trading and market conditions

Griffin, John M. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002160035

Anticipation, acquisitions and the bidder return puzzle

Song, Mun-ho (contributor); Walkling, Ralph A. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002160306

Do accurate earnings forecasts facilitate superior investment recommendations?

Loh, Roger K. (contributor); Mian, G. Mujtaba (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002452870

Financial asset returns, direction-of-change forecasting, and volatility dynamics

Christoffersen, Peter F. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002100081

The disposition effect and momentum

Grinblatt, Mark (contributor); Han, Bing (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002101559

The economic consequences of increased disclosure : evidence from international cross-listings

Bailey, Warren (contributor); Karolyi, G. Andrew (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002101596

Feedback and the success of irrational investors

Hirshleifer, David (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002101605

Forecasting the term structure of government bond yields

Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001727236

Credit spreads : evidence from the mortgage market

Ambrose, Brent William (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001659355

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