Similar Search Results

Evaluating density forecasts with an application to stock market returns

Raaij, Gabriela de; Raunig, Burkhard - 2002

Persistent link: https://www.econbiz.de/10001650402

Time series analysis of the relationships among (macro) economic variables, the dividend yield and the price level of the S&P 500 Index

Serfling, Matthew A.; Miljkovic, Dragan - In: Applied financial economics 21 (2011) 13/15, pp. 1117-1134

Persistent link: https://www.econbiz.de/10009317431

Portfoliooptimierung unter Berücksichtigung höherer Momente

Guse, Frank - 2005 - 1. Aufl.

Persistent link: https://www.econbiz.de/10013433016

Time-varying threshold dynamics of US bond yield spreads and Dow index returns

Lee, Nicholas Rueilin; Lin, Yih-Bey; Chen, Ming-Jun - In: International journal of monetary economics and finance … 16 (2023) 6, pp. 505-521

Persistent link: https://www.econbiz.de/10015066090

Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return

Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - 1999

Persistent link: https://www.econbiz.de/10001394327

Discrete-time stochastic volatility models and MCMC-based statistical inference

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...