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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
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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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An alternative conditional asymmetry specification for stock returns
Brännäs, Kurt; Nordman, Niklas - In: Applied financial economics 13 (2003) 7, pp. 537-541
Persistent link: https://www.econbiz.de/10001770785
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Inflation and output as predictors of stock returns and volatility : international evidence
Davis, Nicole; Kutan, Ali Mustafa - In: Applied financial economics 13 (2003) 9, pp. 693-700
Persistent link: https://www.econbiz.de/10001776863
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Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu; Hamori, Shigeyuki - In: Applied financial economics 24 (2014) 1/3, pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
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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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Dynamic dependencies between the Tunisian stock market and other international stock markets : GARCH-EVT-Copula approach
Chebbi, A.; Hedhli, A. - In: Applied financial economics 24 (2014) 16/18, pp. 1215-1228
Persistent link: https://www.econbiz.de/10010418906
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Dependence structure among international stock markets : a GARCH–copula analysis
Yang, Lu; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 22/24, pp. 1805-1817
Persistent link: https://www.econbiz.de/10010337261
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?
Waszczuk, Antonia - In: Applied financial economics 23 (2013) 19/21, pp. 1497-1508
Persistent link: https://www.econbiz.de/10010259376