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1
Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu
;
Aubin, Christian
;
Goyeau, Daniel
- In:
Applied economics
49
(
2017
)
18
,
pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423
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2
Trading asymmetric trend and volatility by leverage trend GARCH in Taiwan stock index
Su, Ender
;
Bilson, John F.
- In:
Applied economics
43
(
2011
)
25/27
,
pp. 3891-3905
Persistent link: https://www.econbiz.de/10009380575
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3
Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu
;
Xia, Michelle
;
Li, Xindan
- In:
Applied economics
55
(
2023
)
20
,
pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
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4
Cross-sectional and time-series momentum returns : are Islamic stocks different?
Cheema, Muhammad A.
;
Nartea, Gilbert V.
- In:
Applied economics
50
(
2018
)
54
,
pp. 5830-5845
Persistent link: https://www.econbiz.de/10012062915
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5
Forecasting the realized volatility in the Chinese stock market : further evidence
Pu, Wang
;
Chen, Yixiang
;
Ma, Feng
- In:
Applied economics
48
(
2016
)
31/33
,
pp. 3116-3130
Persistent link: https://www.econbiz.de/10011616957
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6
On the detection of extreme movements and persistent behaviour in Mediterranean stock markets : a wavelet-based approach
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Applied economics
46
(
2014
)
22/24
,
pp. 2611-2622
Persistent link: https://www.econbiz.de/10010417178
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7
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
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8
Breaks and outliers when modelling the volatility of the U.S. stock market
Chatzikonstanti, Vasiliki
- In:
Applied economics
49
(
2017
)
46
,
pp. 4704-4717
Persistent link: https://www.econbiz.de/10011844777
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9
Firm size, book-to-market ratio and the macroeconomic environment : theory and test
Mossman, Charles E.
;
Rakhmayil, Sergiy
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2417-2431
Persistent link: https://www.econbiz.de/10009379723
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10
Private information of the Fed and predictability of stock returns
Tas, Bedri Kamil Onur
- In:
Applied economics
43
(
2011
)
19/21
,
pp. 2381-2398
Persistent link: https://www.econbiz.de/10009379729
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