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Evaluating density forecasts from models of stock market returns
Raaij, Gabriela de; Raunig, Burkhard - In: The European journal of finance 11 (2005) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10002841826
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How candlestick features affect the performance of volatility forecasts : evidence from the stock market
Su, Jung-bin - In: The European journal of finance 21 (2015) 4/6, pp. 486-506
Persistent link: https://www.econbiz.de/10010528953
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Long-term vs. short-term comovements in stock markets : the use of Markov-switching multifractal models
Idier, Julien - In: The European journal of finance 17 (2011) 1/2, pp. 27-48
Persistent link: https://www.econbiz.de/10009155466
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Quantile dependencies between discontinuities and time-varying rare disaster risks
Gillas, Konstantinos Gkillas; Floros, Christos; … - In: The European journal of finance 27 (2021) 10, pp. 932-962
Persistent link: https://www.econbiz.de/10012609242
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The calm after the storm : implied volatility and future stock index returns
Lubnau, Thorben Manfred; Todorova, Neda - In: The European journal of finance 21 (2015) 13/15, pp. 1282-1296
Persistent link: https://www.econbiz.de/10011419879
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Threshold non-linear dynamics between Hang Seng stock index and futures returns
Chung, Hon-lun; Chan, Wai-Sum; Batten, Jonathan A. - In: The European journal of finance 17 (2011) 7/8, pp. 471-486
Persistent link: https://www.econbiz.de/10009509864
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The relative pricing of European dividend futures and their predictive abilities for index returns
Stotz, Olaf - In: The European journal of finance 22 (2016) 13/15, pp. 1484-1506
Persistent link: https://www.econbiz.de/10011715480
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Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger; Mittnik, Stefan - In: The European journal of finance 8 (2002) 3, pp. 302-321
Persistent link: https://www.econbiz.de/10001704471
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International nonlinear causality between stock markets
Beine, Michel; Capelle-Blancard, Gunther; Raymond, Hélène - In: The European journal of finance 14 (2008) 7/8, pp. 663-686
Persistent link: https://www.econbiz.de/10003816319
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A note on the turn of the month and year effects in international stock returns
Khaled, Mohammed S.; Keef, Stephen P. - In: The European journal of finance 18 (2012) 5/6, pp. 597-602
Persistent link: https://www.econbiz.de/10009615708