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Modeling structural changes in the volatility process
Frijns, Bart; Lehnert, Thorsten; Zwinkels, Remco C. J. - In: Journal of empirical finance 18 (2011) 3, pp. 522-532
Persistent link: https://www.econbiz.de/10009302073
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Structural change and time dependence in models of stock returns
Kim, Dongcheol; Kon, Stanley Jay - In: Journal of empirical finance 6 (1999) 3, pp. 283-308
Persistent link: https://www.econbiz.de/10001426368
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The forecast dispersion anomaly revisited : time-series forecast dispersion and the cross-section of stock returns
Kim, Dongcheol; Na, Haejung - In: Journal of empirical finance 39 (2016), pp. 37-53
Persistent link: https://www.econbiz.de/10011663264
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Does oil and gold price uncertainty matter for the stock market?
Bams, Dennis; Blanchard, Gildas; Honarvar, Iman; … - In: Journal of empirical finance 44 (2017), pp. 270-285
Persistent link: https://www.econbiz.de/10011818031