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Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed; Hammoudeh, Shawkat; Lahiani, Amine; … - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 207-218
Persistent link: https://www.econbiz.de/10009700518
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Oil shocks and stock return volatility
Bachmeier, Lance J.; Nadimi, Soheil R. - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 1-9
Persistent link: https://www.econbiz.de/10012034495
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Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek; Vipul - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
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The role of stock markets vs. the term spread in forecasting macrovariables in Finland
Kuosmanen, Petri; Vataja, Juuso - In: The quarterly review of economics and finance : journal … 51 (2011) 2, pp. 124-132
Persistent link: https://www.econbiz.de/10009270178
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On the predictive ability of conditional market skewness
Serna, Gregorio - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
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Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir; Kumar, Dilip - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
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The market versus the analyst : biases and predictive ability
Carter, Richard B.; Strader, Troy J. - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 398-416
Persistent link: https://www.econbiz.de/10003852392
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Time-varying higher-order conditional moments and forecasting intraday VaR and expected shortfall
Ergün, A. Tolga; Jun, Jongbyung - In: The quarterly review of economics and finance : journal … 50 (2010) 3, pp. 264-272
Persistent link: https://www.econbiz.de/10009247717
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Lagged order flows and returns : a longer-term perspective
Subrahmanyam, Avanidhar - In: The quarterly review of economics and finance : journal … 48 (2008) 3, pp. 623-640
Persistent link: https://www.econbiz.de/10003747282
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An examination of linear factor models in country equity asset allocation strategies
Fletcher, Jonathan; Hillier, Joe - In: The quarterly review of economics and finance : journal … 45 (2005) 4/5, pp. 808-823
Persistent link: https://www.econbiz.de/10003099304