-amerikanischen Häusermarkt die zu anderen Asset-Märkten analogen ARCH-Effekte des Volatility- Clusterings und einer leptokurtischen …

differences of opinion is left, and hence volatility is decreased. …

run. Thus, the estimation period shows that with increasing forecasting horizon predictability of simple real returns of …

at high-frequency controlling for intraday periodicity, volatility clustering and volatility persistence. We find that …

model performs well, the estimation for two indices could be significantly improved by an extension which follows from the …

model performs well, the estimation for the German stock index could be significantly improved by an extension which follows …

This paper constitutes a first analysis on stock returns and stock return volatility of energy corporations from the … European utilities, they lead to an appreciation of oil and gas stocks. Most importantly, we show that oil market volatility … negatively affects European oil and gas stocks. In contrast, energy stock volatility is not driven by volatility of the resource …