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McMillan, David G.
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
The
volatility
of US term structure term premia 1952 - 1991
Henry, Ólan Thomas John
- In:
Applied financial economics
9
(
1999
)
3
,
pp. 263-271
Persistent link: https://www.econbiz.de/10001454511
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5
Momentum in stock market returns : implications for risk premia on foreign currencies
Nitschka, Thomas
- In:
Applied financial economics
23
(
2013
)
7/9
,
pp. 551-560
Persistent link: https://www.econbiz.de/10009750714
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Volatility
forecasting : evidence from a fractional integrated asymmetric power ARCH skewed-t model
Degiannakis, Stavros
- In:
Applied financial economics
14
(
2004
)
18
,
pp. 1333-1342
Persistent link: https://www.econbiz.de/10002438260
Saved in:
9
Forecasting
volatility
in developing countries' nominal exchange returns
Antonakakis, Nikolaos
;
Darby, Julia
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1675-1691
Persistent link: https://www.econbiz.de/10010260183
Saved in:
10
Do common
volatility
models capture cyclical behaviour in
volatility
?
Clements, Adam
;
Collet, Jérôme
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
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