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Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros; Floros, Christos; Dent, Pamela - In: International review of financial analysis 27 (2013), pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
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Do commodity markets catch a cold from stock markets? : Modelling uncertainty spillovers using Google search trends and wavelet coherence
Szczygielski, Jan Jakub; Charteris, Ailie; Obojska, Lidia - In: International review of financial analysis 87 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014457702
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Google search trends and stock markets : Sentiment, attention or uncertainty?
Szczygielski, Jan Jakub; Charteris, Ailie; Bwanya, … - In: International review of financial analysis 91 (2024), pp. 1-27
Persistent link: https://www.econbiz.de/10014446911