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Forecasting volatility in European stock markets with non-linear GARCH models
Forte, Gianfranco; Manera, Matteo - 2002
This paper investigates the forecasting performance of three popular variants of the non-linear GARCH models, namely VS-GARCH, GJR-GARCH and Q-GARCH, with the symmetric GARCH(1,1) model as a benchmark. The application involves ten European stock price indexes. Forecasts produced by each...
Persistent link: https://www.econbiz.de/10011335762
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Forecasting volatility in European stock markets with non-linear GARCH models
Forte, Gianfranco; Manera, Matteo - 2002
Persistent link: https://www.econbiz.de/10001724764
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Forecasting volatility in European stock markets with non-linear GARCH models
Forte, Gianfranco; Manera, Matteo - 2002
This paper investigates the forecasting performance of three popular variants of the non-linear GARCH models, namely VS-GARCH, GJR-GARCH and Q-GARCH, with the symmetric GARCH(1,1) model as a benchmark. The application involves ten European stock price indexes. Forecasts produced by each...
Persistent link: https://www.econbiz.de/10011598042
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On modelling and forecasting predictable components in European stock markets
Kiani, Khurshid M. - In: Computational economics 48 (2016) 3, pp. 487-502
Persistent link: https://www.econbiz.de/10011712528
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An event study analysis of stock price reaction to mergers of Greek industrial and construction firms
Papasyriopoulos, Nikolas; Koulakiotis, Athanasios; … - In: The international journal of business and finance … 1 (2007) 2, pp. 125-132
Persistent link: https://www.econbiz.de/10003955562
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Prace katedry mikroekonomii Akademii Ekonomicznej w Poznaniu
Czerwieniec, Eugeniusz (contributor) - 2007
Persistent link: https://www.econbiz.de/10003677001
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Fundamental indicators, bubbles in stock returns and investor sentiment
Chiang, Ming-chu; Tsai, I-chun; Lee, Cheng-feng - In: The quarterly review of economics and finance : journal … 51 (2011) 1, pp. 82-87
Persistent link: https://www.econbiz.de/10009261659
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Strategies of investing in the construction sector based on market anomalies occurring at Warsaw Stock Exchange
Kutryb, Tomasz - In: Olsztyn economic journal 9 (2014) 1, pp. 71-86
Persistent link: https://www.econbiz.de/10011327802
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Market signals associated with Taiwan REIT IPOs : reactions of non-REIT real estate stocks
Lee, Ming-long; Kuo, Shew-huei; Lee, Ming-te; Lin, Chia-wei - In: Journal of real estate literature : a publication of … 19 (2011) 1, pp. 93-110
Persistent link: https://www.econbiz.de/10009384896
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Value Relevance of Accounting Information : An Empirical Study on Construction Companies Listed on Bombay Stock Exchange
Purswani, Geetanjali - 2018
This study aims at providing empirical evidence related to value relevance of earnings per share, book value per share, dividend per share, price-to-book value per share, cash flow from operations, net worth and assets turnover ratio on the share price of construction contract of real estate...
Persistent link: https://www.econbiz.de/10012917181