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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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Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min; Jung, Hojin; Qin, Li - In: Applied economics 48 (2016) 16/18, pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
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Threshold effect in the relationship between investor sentiment and stock market returns : a PSTR specification
Namouri, Hela; Jawadi, Fredj; Ftiti, Zied; Hachicha, Néjib - In: Applied economics 50 (2018) 5, pp. 559-573
Persistent link: https://www.econbiz.de/10011847023
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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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Investor sentiment and the prediction of stock returns : a quantile regression approach
Ma, Chen; Xiao, Shisong; Ma, Zonggang - In: Applied economics 50 (2018) 50, pp. 5401-5415
Persistent link: https://www.econbiz.de/10012062185
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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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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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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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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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A non-linear approach for predicting, stock returns and volatility with the use of investor sentiment indices
Bekiros, Stelios; Gupta, Rangan; Kyei, Clement - In: Applied economics 48 (2016) 31/33, pp. 2895-2898
Persistent link: https://www.econbiz.de/10011614191