Narrow search
Showing 1 - 10 of 202
Cover Image
Time-varying risk aversion and realized gold volatility
Demirer, Rıza; Gillas, Konstantinos Gkillas; Gupta, Rangan - In: The North American journal of economics and finance : a … 50 (2019) 101048, pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Cover Image
Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim; Martens, Martin; Dijk, Dick van - In: The North American journal of economics and finance : a … 26 (2013), pp. 535-551
Persistent link: https://www.econbiz.de/10010370495
Cover Image
VIX forecasting and variance risk premium : a new GARCH approach
Liu, Qiang; Guo, Shuxin; Qiao, Gaoxiu - In: The North American journal of economics and finance : a … 34 (2015), pp. 314-322
Persistent link: https://www.econbiz.de/10011540131
Cover Image
Are low-frequency data really uninformative? : a forecasting combination perspective
Ma, Feng; Li, Yu; Liu, Li; Zhang, Yaojie - In: The North American journal of economics and finance : a … 44 (2018), pp. 92-108
Persistent link: https://www.econbiz.de/10012036299
Cover Image
Can skewness predict currency excess returns?
Jiang, Xue; Han, Liyan; Yin, Libo - In: The North American journal of economics and finance : a … 48 (2019), pp. 628-641
Persistent link: https://www.econbiz.de/10012120316
Cover Image
Forecasting copper prices with dynamic averaging and selection models
Buncic, Daniel; Moretto, Carlo - In: The North American journal of economics and finance : a … 33 (2015), pp. 1-38
Persistent link: https://www.econbiz.de/10011533586
Cover Image
Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
Cover Image
Do precious metal prices help in forecasting South African inflation?
Balcilar, Mehmet; Katzke, Nico; Gupta, Rangan - In: The North American journal of economics and finance : a … 40 (2017), pp. 63-72
Persistent link: https://www.econbiz.de/10011878788
Cover Image
Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 42 (2017), pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
Cover Image
Forecasting broad money velocity
Jung, Alexander - In: The North American journal of economics and finance : a … 42 (2017), pp. 421-432
Persistent link: https://www.econbiz.de/10011938141