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Die Aktienhaussen der 80er und 90er Jahre : waren es spekulative Blasen?

Bohl, Martin T. - 2003

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Steht der deutsche Aktienmarkt unter politischem Einfluss?

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Index funds and stock market growth

Goetzmann, William N.; Massa, Massimo - 1999

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Multivariate volatility impulse response analysis of GFC news events

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Daily market news sentiment and stock prices

Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2015

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Adjusting to the information environment : news tangibility and mutual fund performance

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Realized stochastic volatility with general asymmetry and long memory

Asai, Manabu; Chang, Chia-Lin; McAleer, Michael - 2017 - Revised: April 2017

The paper develops a novel realized stochastic volatility model of asset returns and realized volatility that incorporates general asymmetry and long memory (hereafter the RSV-GALM model). The contribution of the paper ties in with Robert Basmann's seminal work in terms of the estimation of...

Persistent link: https://www.econbiz.de/10011636455

Political cycles and stock returns

Pástor, Ľuboš; Veronesi, Pietro - 2017

Persistent link: https://www.econbiz.de/10011639567

Realized stochastic volatility with general asymmetry and long memory

Asai, Manabu; Chang, Chia-Lin; McAleer, Michael - 2017 - Revised: April 2017

Persistent link: https://www.econbiz.de/10011659228