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Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai; He, Mengxi; Zhang, Yaojie; Wang, Yudong - In: Economic modelling 103 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
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Mixed-frequency SV model for stock volatility and macroeconomics
Shang, Yuhuang; Zheng, Tingguo - In: Economic modelling 95 (2021), pp. 462-472
Persistent link: https://www.econbiz.de/10012696029
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Does the vector error correction model perform better than others in forecasting stock price? : an application of residual income valuation theory
Kuo, Chen-Yin - In: Economic modelling 52 (2016), pp. 772-789
Persistent link: https://www.econbiz.de/10011643043
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Forecasting stock market volatility : the role of technical variables
Liu, Li; Pan, Zhiyuan - In: Economic modelling 84 (2020), pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
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Forecasting stock returns : do less powerful predictors help?
Zhang, Yaojie; Zeng, Qing; Ma, Feng; Shi, Benshan - In: Economic modelling 78 (2019), pp. 32-39
Persistent link: https://www.econbiz.de/10012198825
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Asset prices and economic fluctuations : the implications of stochastic volatility
Chen, Junping; Xiong, Xiong; Zhu, Jie; Zhu, Xiaoneng - In: Economic modelling 64 (2017), pp. 128-140
Persistent link: https://www.econbiz.de/10011756611
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Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua; McNeil, Alexander J. - In: Economic modelling 25 (2008) 5, pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
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South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 29 (2012) 3, pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
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Macroeconomic variables and South African stock return predictability
Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 30 (2013), pp. 612-622
Persistent link: https://www.econbiz.de/10009708826
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Volatility forecasting using high frequency data : evidence from stock markets
Çelik, Sibel; Ergin, Hüseyin - In: Economic modelling 36 (2014), pp. 176-190
Persistent link: https://www.econbiz.de/10010412371