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Financial volatility forecasting with range-based autoregressive volatility model
Li, Hongquan; Hong, Yongmiao - In: Finance research letters 8 (2011) 2, pp. 69-76
Persistent link: https://www.econbiz.de/10009301308
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Dividend yields and expected stock returns : alternative procedures for inference and measurement
Hodrick, Robert J. - In: The review of financial studies 5 (1992) 3, pp. 357-386
Persistent link: https://www.econbiz.de/10001129388
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Asymmetric predictability of conditional variances
Conrad, Jennifer S. - In: The review of financial studies 4 (1991) 4, pp. 597-622
Persistent link: https://www.econbiz.de/10001120548
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Do market participants' forecasts of financial variables outperform the random-walk benchmark?
Kladívko, Kamil; Österholm, Pär - In: Finance research letters 40 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012819546
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Skewness in expected macro fundamentals and the predictability of equity returns : evidence and theory
Colacito, Riccardo; Ghysels, Eric; Meng, Jinghan; … - In: The review of financial studies 29 (2016) 8, pp. 2069-2109
Persistent link: https://www.econbiz.de/10011578976
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Long vs. short term asymmetry in volatility and the term structure of risk
Lönnbark, Carl - In: Finance research letters 23 (2017), pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
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Multivariate CDS risk premium prediction with SOTA RNNs on MI[N]T countries
Kutuk, Yasin; Barokas, Lina - In: Finance research letters 45 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014581639
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Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
Wu, Xinyu; Wang, Xiaona - In: Finance research letters 34 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012436997
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Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong; Liu, Junjie; Hao, Xiaozhen - In: Finance research letters 64 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
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Global bond risk premia under falling stars
Zhang, Yugui; Zhu, Jie; Zhu, Xiaoneng - In: Finance research letters 42 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10014580460