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Härdle, Wolfgang; López Cabrera, Brenda - 2009

; weather risk ; weather forecasting ; seasonality ; continuous autoregressive model ; stochastic variance ; CAT index ; CDD …

Persistent link: https://www.econbiz.de/10003796146

Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements

Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303

Persistent link: https://www.econbiz.de/10003870055

Testing for periodic integration and cointegration of the stock prices of the G7 countries

Shirvani, Hassan; Wilbratte, Barry; Delcoure, Natalya - In: Investment management and financial innovations 6 (2009) 1, pp. 147-155

Persistent link: https://www.econbiz.de/10003917857

The decline of calendar seasonality in the Australian stock exchange, 1958 - 2005

Worthington, Andrew Charles - In: Annals of finance 6 (2010) 3, pp. 421-433

Persistent link: https://www.econbiz.de/10003978886

A fresh look at seasonal anomalies : an international perspective

Darrat, Ali F.; Li, Bin; Liu, Benjamin; Su, Jen-je - In: International journal of business and economics 10 (2011) 2, pp. 93-116

Persistent link: https://www.econbiz.de/10009553965

Sectoral trends and cycles in Germany

Cheung, Yin-Wong; Westermann, Frank - 2001

We examine the comovements between the output indexes of three German sectors (manufacturing, mining, and agriculture) and the three corresponding sectoral stock market indexes. It is found that data with and without seasonal adjustment give mixed results on the long-run interaction between the...

Persistent link: https://www.econbiz.de/10011398919

Seasonality in the Vietnam stock index

Friday, H. S.; Hoang, Nhung - In: The international journal of business and finance … 9 (2015) 1, pp. 103-112

Persistent link: https://www.econbiz.de/10010515378

Anomalies, risk adjustment and seasonality : Australian evidence

Zhong, Angel; Limkriangkrai, Manapon; Gray, Philip K. - In: International review of financial analysis 35 (2014), pp. 207-218

Persistent link: https://www.econbiz.de/10010530242

Seasonality and idiosyncratic risk in mutual fund performance

Vidal-García, Javier; Vidal, Marta - In: European journal of operational research : EJOR 233 (2014) 3, pp. 613-624

Persistent link: https://www.econbiz.de/10010228218

Prices, prices and prices : a study in the airline sector

Narangajavana, Yeamduan; Garrigos-Simon, Fernando J.; … - In: Tourism management : research, policies, practice 41 (2014), pp. 28-42

Persistent link: https://www.econbiz.de/10010239976

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