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Earnings volatility and earnings prediction : analysis and UK evidence
Clubb, Colin; Wu, Guoli - In: Journal of business finance & accounting : JBFA 41 (2014) 1/2, pp. 53-72
Persistent link: https://www.econbiz.de/10010336580
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Qualitative expectational data as predictors of income and consumption growth : micro evidence from the British houshold panel survey
Mitchell, James (contributor); Weale, Martin (contributor) - 2007
Persistent link: https://www.econbiz.de/10003407818
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Balassa-Samuelson theory and predictability of the US/UK real exchange rate
Kim, Chung-han - In: International economic journal 14 (2000) 3, pp. 101-121
Persistent link: https://www.econbiz.de/10001513173
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Direction-of-change forecasts based on conditional variance, skewness and kurtosis dynamics : international evidence
Christoffersen, Peter F.; Diebold, Francis X.; Mariano, … - 2007
Persistent link: https://www.econbiz.de/10003729191
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Average idiosyncratic volatility in G7 countries
Guo, Hui; Savickas, Robert - In: The review of financial studies 21 (2008) 3, pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
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Estimation of VaR with bias-corrected forecasts of conditional volatility
Harris, Richard D. F.; Shen, Jian - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 10-20
Persistent link: https://www.econbiz.de/10002108829
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A study of financial volatility forecasting techniques in the FTSE ASE 20 index
Maris, K.; Pantou, G.; Nikolopoulos, K.; Pagourtzi, E.; … - In: Applied economics letters 11 (2004) 7, pp. 453-457
Persistent link: https://www.econbiz.de/10002111344
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Estimating and predicting multivariate volatility thresholds in global stock markets
Audrino, Francesco; Trojani, Fabio - In: Journal of applied econometrics 21 (2006) 3, pp. 345-369
Persistent link: https://www.econbiz.de/10003316303
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A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices
Cornish, Rob - In: Forecasting volatility in the financial markets, (pp. 73-100). 2007
Persistent link: https://www.econbiz.de/10003872850
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An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility
Silvey, Thomas A. - In: Forecasting volatility in the financial markets, (pp. 101-129). 2007
Persistent link: https://www.econbiz.de/10003872858