Similar Search Results

What's good for GM... ? : Using auto industry stock returns to forecast business cycles and test the Q-theory of investment

Duffee, Greg - 1996

Persistent link: https://www.econbiz.de/10000952883

Earnings forecasts and the predictability of stock returns : evidence from trading the S & P

Lander, Joel - 1997

Persistent link: https://www.econbiz.de/10000956693

Measuring the social return to R&D

Jones, Charles I. - 1997

Persistent link: https://www.econbiz.de/10000961486

Diversification and risk in banking : evidence from ex post returns

MacAllister, Patrick H.; McManus, Douglas A. - 1992

Persistent link: https://www.econbiz.de/10000962419

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...