Similar Search Results

Modelling stock market volatility : bridging the gap to continuous time

Rossi, Peter E. (ed.) - 1996

Persistent link: https://www.econbiz.de/10013475092

Essays on statistical arbitrage

Krauss, Christopher - 2016

Persistent link: https://www.econbiz.de/10011499659

Analyse inhomogener Zeitreihen : eine Untersuchung des Informationsflusses im Fall von zweitnotierten Aktien mit autoregressiven bedingten Wartezeitmodellen auf Basis ultra-hochfre...

Kaden, Sven - 2019

Persistent link: https://www.econbiz.de/10012196302

Macroeconomic Forecasting using Filtered Signals from a Stock Market Cross Section

Chatelais, Nicolas; Stalla-Bourdillon, Arthur; Chinn, … - National Bureau of Economic Research - 2022

After the Covid-shock in March 2020, stock prices declined abruptly, reflecting both the deterioration of investors' expectations of economic activity as well as the surge in aggregate risk aversion. In the following months however, whereas economic activity remained sluggish, equity markets...

Persistent link: https://www.econbiz.de/10013334522

Volatilitätsschätzung und -prognose mit ARCH- und GARCH-Modellen : eine empirische Analyse des deutschen Aktienmarktes

Islami, Mevlud; Kelmendi, Granit - 2012

Persistent link: https://www.econbiz.de/10011547124

Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Market Performance

Dieijen, Myrthe - 2019

Volatility is an important metric of financial performance, indicating uncertainty or risk. So, predicting and managing … volatility is of interest to both company managers and investors. This study investigates whether volatility in user …-generated content (UGC) can spill over to volatility in stock returns and vice versa. Sources for user-generated content include tweets …

Persistent link: https://www.econbiz.de/10012902828