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Stock return predictability or mismeasured risk?
Clare, Andrew D. - In: Applied financial economics 7 (1997) 6, pp. 679-687
Persistent link: https://www.econbiz.de/10001240753
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Signalling in UK capital markets
Brookfield, David - In: Applied financial economics 6 (1996) 6, pp. 511-517
Persistent link: https://www.econbiz.de/10001217469
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The Black-Litterman model : the definition of views based on volatility forecasts
Duqi, Andi; Franci, Leonardo; Torluccio, Giuseppe - In: Applied financial economics 24 (2014) 19/21, pp. 1285-1296
Persistent link: https://www.econbiz.de/10010460181
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Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.; Xie, Xuan - In: Applied financial economics 24 (2014) 4/6, pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
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Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models
Akgül, Işıl; Sayyan, Hülya - In: Applied financial economics 18 (2008) 4/6, pp. 463-482
Persistent link: https://www.econbiz.de/10003739179
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Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom - In: Applied financial economics 7 (1997) 6, pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
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Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael; Kearney, Colm - In: Applied financial economics 22 (2012) 22/24, pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
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Forecasting UK stock prices
Jung, Chulho - In: Applied financial economics 6 (1996) 3, pp. 279-286
Persistent link: https://www.econbiz.de/10001202670
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Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
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Volatility forecasting performance of two-scale realized volatility
Garg, S.; Vipul - In: Applied financial economics 24 (2014) 16/18, pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949