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A latent dynamic factor approach to forecasting multivariate stock market volatility
Gribisch, Bastian - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 621-651
Persistent link: https://www.econbiz.de/10011949857
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Sentiment dynamics and stock returns : the case of the German stock market
Lux, Thomas - In: Empirical economics : a journal of the Institute for … 41 (2011) 3, pp. 663-679
Persistent link: https://www.econbiz.de/10009381344
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Politics, stock markets, and model uncertainty
Arin, Kerim Peren; Molchanov, Alexander; Reich, Otto F. M. - In: Empirical economics : a journal of the Institute for … 45 (2013) 1, pp. 23-38
Persistent link: https://www.econbiz.de/10009779302
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Spatial dependence in stock returns : local normalization and VaR forecasts
Schmitt, Thilo A.; Schäfer, Rudi; Wied, Dominik; Guhr, … - In: Empirical economics : a journal of the Institute for … 50 (2016) 3, pp. 1091-1109
Persistent link: https://www.econbiz.de/10011481381
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Asymmetry with respect to the memory in stock market volatilities
Lönnbark, Carl - In: Empirical economics : a journal of the Institute for … 50 (2016) 4, pp. 1409-1419
Persistent link: https://www.econbiz.de/10011481716
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Does the price of crude oil help predict the conditional distribution of aggregate equity return?
Nonejad, Nima - In: Empirical economics : a journal of the Institute for … 58 (2020) 1, pp. 313-349
Persistent link: https://www.econbiz.de/10012218998
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Forecasting the volatility of crude oil futures using high-frequency data : further evidence
Ma, Feng; Wei, Yu; Chen, Wang; He, Feng - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
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Can oil prices help predict US stock market returns? : evidence using a dynamic model averaging (DMA) approach
Naser, Hanan; Alaali, Fatema - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1757-1777
Persistent link: https://www.econbiz.de/10011950311
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Investigating the expectation hypothesis and the risk premium dynamics : new evidence for Brazil
Caldeira, João F. - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 395-412
Persistent link: https://www.econbiz.de/10012253226
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Switching-regime regression for modeling and predicting a stock market return
Szulczyk, Kenneth R.; Zhang, Changyong - In: Empirical economics : a journal of the Institute for … 59 (2020) 5, pp. 2385-2403
Persistent link: https://www.econbiz.de/10012314364