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Modeling jumps and volatility of the indian stock market using high-frequency data

Sen, Rituparna; Mehrotra, Pulkit - In: Journal of quantitative economics 14 (2016) 1, pp. 137-150

Persistent link: https://www.econbiz.de/10012418200

Identifying events in financial time series : a new approach with bipower variation

Andor, György; Bohák, András - In: Finance research letters 22 (2017), pp. 42-48

Persistent link: https://www.econbiz.de/10011807956

Modeling jumps and volatility of the Indian stock market using high-frequency data

Sen, Rituparna; Mehrotra, Pulkit - In: Journal of quantitative economics : official journal of … 14 (2016) 1, pp. 137-150

Persistent link: https://www.econbiz.de/10011639870

Time-varying multivariate causality among infectious disease pandemic and emerging financial markets : the case of the Latin American stock and exchange markets

Coronado, Semei; Martínez, José; Romero, Rafael - In: Applied economics 54 (2022) 34, pp. 3924-3932

Persistent link: https://www.econbiz.de/10013410854

Financial variables and macroeconomic forecast errors

Barnes, Michelle L.; Olivei, Giovanni P. - 2017 - This version: October 31, 2017

A large set of financial variables has only limited power to predict a latent factor common to the year-ahead forecast errors for real Gross Domestic Product (GDP) growth, the unemployment rate, and Consumer Price Index (CPI) inflation for three sets of professional forecasters: the Federal...

Persistent link: https://www.econbiz.de/10011817884