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The impact of sentiment and attention measures on stock market volatility
Audrino, Francesco; Sigrist, Fabio Roman Albert; … - In: International journal of forecasting 36 (2020) 2, pp. 334-357
Persistent link: https://www.econbiz.de/10012414802
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The behaviour of betting and currency markets on the night of the EU referendum
Auld, Tom; Linton, Oliver - In: International journal of forecasting 35 (2019) 1, pp. 371-389
Persistent link: https://www.econbiz.de/10012300656
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Beating the market with a bad predictive model
Hubáček, Ondřej; Šír, Gustav - In: International journal of forecasting 39 (2023) 2, pp. 691-719
Persistent link: https://www.econbiz.de/10014465105
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Informational efficiency and behaviour within in-play prediction markets
Angelini, Giovanni; De Angelis, Luca; Singleton, Carl - In: International journal of forecasting 38 (2022) 1, pp. 282-299
Persistent link: https://www.econbiz.de/10013347790
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Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
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Comparing and evaluating Bayesian predictive distributions of asset returns
Geweke, John; Amisano, Gianni - In: International journal of forecasting 26 (2010) 2, pp. 216-230
Persistent link: https://www.econbiz.de/10003980280
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Asymmetric loss functions and the rationality of expected stock returns
Aretz, Kevin; Bartram, Söhnke M.; Pope, Peter F. - In: International journal of forecasting 27 (2011) 2, pp. 413-437
Persistent link: https://www.econbiz.de/10009247478
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Forecasting return volatility : level shifts with varying jump probability and mean reversion
Xu, Jiawen; Perron, Pierre - In: International journal of forecasting 30 (2014) 3, pp. 449-463
Persistent link: https://www.econbiz.de/10010511565
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Predicting rare events evaluating systemic and idiosyncratic risk
González-Rivera, Gloria (contributor) - In: International journal of forecasting 30 (2014) 3, pp. 688-690
Persistent link: https://www.econbiz.de/10010515595
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Correlation dynamics and international diversification benefits
Christoffersen, Peter F.; Errunza, Vihang R.; Jacobs, Kris - In: International journal of forecasting 30 (2014) 3, pp. 807-824
Persistent link: https://www.econbiz.de/10010516049