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Forecasting the volatility of the German stock market : new evidence
Liang, Chao; Zhang, Yi; Zhang, Yaojie - In: Applied economics 54 (2022) 9, pp. 1055-1070
Persistent link: https://www.econbiz.de/10012875034
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Predicting stock returns : some European evidence
Peiro, Amado - In: Applied economics 54 (2022) 57, pp. 6596-6604
Persistent link: https://www.econbiz.de/10013494191
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Can Internet concern about COVID-19 help predict stock markets : new evidence from high-concern and low-concern periods
Ren, Jiqin; Guo, Yuanxuan; Li, Jingjing; Li, Jingjing - In: Applied economics 56 (2024) 35, pp. 4155-4176
Persistent link: https://www.econbiz.de/10014559277
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Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
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Return patterns of South Korean stocks following large price shocks
Kolaric, Sascha; Kiesel, Florian; Schiereck, Dirk - In: Applied economics 48 (2016) 1/3, pp. 121-132
Persistent link: https://www.econbiz.de/10011412611
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Forecasting the intra-day effective bid ask spread by combining density forecasts
Fall, Malick; Louhichi, Waël; Viviani, Jean-Laurent - In: Applied economics 53 (2021) 50, pp. 5772-5792
Persistent link: https://www.econbiz.de/10012627098
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Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan; Lien, Da-hsiang Donald; Roh, Tai-Yong; … - In: Applied economics 52 (2020) 40, pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
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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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The international spillover behaviour of implied volatilities and forecasting ability of spillover indices
Kae-Yih, Tzeng - In: Applied economics 55 (2023) 48, pp. 5719-5735
Persistent link: https://www.econbiz.de/10014335666
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Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn; Wichitaksorn, Nuttanan - In: Applied economics 55 (2023) 51, pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891