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Risk measurement and risk modelling using applications of vine copulas
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2014
Persistent link: https://www.econbiz.de/10010410215
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Forecasting volatility in European stock markets with non-linear GARCH models
Forte, Gianfranco; Manera, Matteo - 2002
classical criteria, as well as forecast combination techniques with constant and non-constant weights. With respect to the … standard GARCH specification, the non-linear models generally lead to better forecasts in terms of both smaller forecast errors … and lower biases. In-sample forecast combination regressions are better than those from single Mincer …
Persistent link: https://www.econbiz.de/10011598042
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Predicting returns and dividend growth : the role of non-Gaussian innovations
Kiss, Tamás; Mazur, Stepan; Nguyen, Hoang - 2021
Persistent link: https://www.econbiz.de/10012605024
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Financial conditions and density forecasts for US output and inflation
Alessandri, Piergiorgio; Mumtaz, Haroon - 2014
When do financial markets help in predicting economic activity? With incomplete markets, the link between financial and real economy is state-dependent and financial indicators may turn out to be useful particularly in forecasting "tail" macroeconomic events. We examine this conjecture by...
Persistent link: https://www.econbiz.de/10010339756
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Risk, Gordon's growth model, and the predictability of stock market returns
Attanasio, Orazio P.; Wadhwani, Sushil B. - 1989 - Rev
Persistent link: https://www.econbiz.de/10000819088
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Does idiosyncratic risk matter : another look
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984084
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Predicting Chinese consumption series with Baidu
Song, Zhongchen; Coupé, Tom - 2022
Persistent link: https://www.econbiz.de/10013545821
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The forecasting performance of stock options prices in a thin market
Gemmill, Gordon; Dickins, Paul - 1984
Persistent link: https://www.econbiz.de/10003557534
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Stock prices in a speculative market : the Chinese split-share reform
Beltratti, Andrea; Bortolotti, Bernardo; Caccavaio, Marianna - 2009
In 2005-2006 China reformed its stock market by eliminating non-tradable shares. The regulator set general guidelines …
Persistent link: https://www.econbiz.de/10008809692
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Private equity market outlook
Di Carlo, Anastasia; Kelly, Roger - 2010
This paper presents a general overview of the European Private Equity (PE) market based on industry activity for 2009 published by the European Venture Capital Association (EVCA) in March 2010 and the latest performance data published by Thomson Reuters as of December 2009. The paper is...
Persistent link: https://www.econbiz.de/10011862629