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Forecasting stock market realized volatility : the role of global terrorist attacks
Wen, Danyan; He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: Applied economics 55 (2023) 22, pp. 2551-2566
Persistent link: https://www.econbiz.de/10014295065
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Long-run relationships between international stock prices : further evidence from fractional cointegration tests
Aloy, Marcel; Boutahar, Mohamed; Gente, Karine; … - In: Applied economics 45 (2013) 7/9, pp. 817-828
Persistent link: https://www.econbiz.de/10009718502
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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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The role of high-frequency data in volatility forecasting : evidence from the China stock market
Liu, Min; Lee, Chien-chiang; Choo, Wei Chong - In: Applied economics 53 (2021) 22, pp. 2500-2526
Persistent link: https://www.econbiz.de/10012501284
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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
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Forecasting the aggregate stock market volatility in a data-rich world
Liu, Li; Ma, Feng; Zeng, Qing; Zhang, Yaojie - In: Applied economics 52 (2020) 32, pp. 3448-3463
Persistent link: https://www.econbiz.de/10012258945
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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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Economic policy uncertainty and the Chinese stock market volatility : new evidence
Li, Yu; Ma, Feng; Zhang, Yaojie; Zuoping, Xiao - In: Applied economics 51 (2019) 49, pp. 5398-5410
Persistent link: https://www.econbiz.de/10012197238
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Forecasting stock market returns by combining sum-of-the-parts and ensemble empirical mode decomposition
Dai, Zhifeng; Zhu, Huan - In: Applied economics 52 (2020) 21, pp. 2309-2323
Persistent link: https://www.econbiz.de/10012197698
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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