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Forecasting the realized volatility of stock markets with financial stress
Guo, Chuan; Feng, Yiyun - In: Journal of risk 25 (2022) 1, pp. 23-48
Persistent link: https://www.econbiz.de/10013549680
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Financial stress and returns predictability : fresh evidence from China
Xu, Yongan; Liang, Chao; Wang, Jianqiong - In: Pacific-Basin finance journal 78 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014463762
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FinBERT and LSTM-based novel model for stock price prediction using technical indicators and financial news
Bathla, Gourav - In: International journal of economics and business … 28 (2024) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10015063313
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Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility
Chukiat Chaiboonsri; Prasert Chaitip - In: International journal of trade and global markets 10 (2017) 1, pp. 123-130
Persistent link: https://www.econbiz.de/10011722940
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The timing of the popping : using the log-periodic power law model to predict the bursting of bubbles on financial markets
Gustavsson, Marcus; Levén, Daniel; Sjögren, Hans - In: Financial history review 23 (2016) 2, pp. 193-217
Persistent link: https://www.econbiz.de/10011585598
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Jump-diffusion long-run risks models, variance risk premium and volatility dynamics
Jin, Jianjian - 2013
This paper calibrates a class of jump-diffusion long-run risks (LRR) models to quantify how well they can jointly explain the equity risk premium and the variance risk premium in the U.S. financial markets, and whether they can generate realistic dynamics of riskneutral and realized...
Persistent link: https://www.econbiz.de/10009734341
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Stock market volatility: Identifying major drivers and the nature of their impact
Mittnik, Stefan; Robinzonov, Nikolay; Spindler, Martin - In: Journal of banking & finance 58 (2015), pp. 1-14
Persistent link: https://www.econbiz.de/10011543844
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Liquidity and asset prices : an empirical investigation of the nordic stock markets
Butt, Hilal Anwar; Virk, Nader Shahzad - In: European financial management : the journal of the … 21 (2015) 4, pp. 672-705
Persistent link: https://www.econbiz.de/10011408519
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Liquidity and the cross-section of international stock returns
Cakici, Nusret; Zaremba, Adam - In: Journal of banking & finance 127 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012820574
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Are analysts really optimistic in their stock recommendations? : the case of the Polish capital market
Brycz, Bogumiła; Dudycz, Tadeusz; Włodarczyk, Katarzyna - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 13, pp. 3649-3676
Persistent link: https://www.econbiz.de/10012623459