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Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
Penttinen, Aku (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566472
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Measuring predictibility : theory and macroeconomic applications
Diebold, Francis X. - 2000
Persistent link: https://www.econbiz.de/10013423062
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Excess volatility and predictability of stock prices in a trend-stationary dividend model with learning
Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10013444331
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Managing meaning : the use of expert forecasts in forest industry companies
Eerola, Annele - 1997
Persistent link: https://www.econbiz.de/10000975017
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On the predictive ability of several common models of volatility : an empirical test on the FOX index
Maukonen, Marko S. (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536537
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Technology-related Peso problems in stock returns
Penttinen, Aku (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536011
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Screening cycles
Gehrig, Thomas (contributor); Stenbacka, Rune (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001607758
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The negative news threshold : an explanation for negative skewness in stock returns
Ekholm, Anders (contributor); Pasternack, Daniel (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641822
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Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974