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Political heterogeneity, subjective optimism, and stock market outcomes
Bonaparte, Yosef; Christie-David, Rohan; Koslowsky, David - In: Applied economics 54 (2022) 13, pp. 1487-1506
Persistent link: https://www.econbiz.de/10012875387
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Realized volatility, jump and beta : evidence from Canadian stock market
Gajurel, Dinesh; Chowdhury, Biplob - In: Applied economics 53 (2021) 55, pp. 6376-6397
Persistent link: https://www.econbiz.de/10012697913
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Testing stationary for stock market data
Dehay, Dominique - In: Economics letters 50 (1996) 2, pp. 205-212
Persistent link: https://www.econbiz.de/10001197579
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Price limits and stock market volatility
Kim, Kenneth A. - In: Economics letters 71 (2001) 1, pp. 131-136
Persistent link: https://www.econbiz.de/10001564119
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Forecasting volatility in the Indian equity market using return and range-based models
Raju, Karthik; Rangaswamy, Saravanan - In: Applied economics 49 (2017) 49, pp. 5027-5039
Persistent link: https://www.econbiz.de/10011844848
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Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien; Goutte, Stéphane - In: Applied economics 49 (2017) 2, pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
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Forecasting stock market volatility and information content of implied volatility index
Pati, Pratap Chandra; Barai, Parama; Rajib, Prabina - In: Applied economics 50 (2018) 23, pp. 2552-2568
Persistent link: https://www.econbiz.de/10011850295
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Long range dependence in an emerging stock market's sectors : volatility modelling and VaR forecasting
Abuzayed, Bana; Al-Fayoumi, Nedal; Charfeddine, Lanouar - In: Applied economics 50 (2018) 23, pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
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Hedging and diversification across commodity assets
Abid, Ilyes; Dhaoui, Abderrazak; Goutte, Stéphane; … - In: Applied economics 52 (2020) 23, pp. 2472-2492
Persistent link: https://www.econbiz.de/10012210890
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Asymmetric volatility impulse response functions
Hafner, Christian M.; Herwartz, Helmut - In: Economics letters 222 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014232851