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Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles - In: International journal of forecasting 28 (2012) 1, pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
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Stochastic volatility models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos; Lin, Fang - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
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The short-term impact of COVID-19 on global stock market indices
Singh, Gurmeet; Shaik, Muneer - In: Contemporary economics 15 (2021) 1, pp. 1-18
The COVID-19 pandemic, declared on March 11, 2020 by the World Health Organisation (WHO), has had a severe economic and financial impact on every economy around the world. This paper aims to analyze the short-term impact of COVID-19 on global financial stock market indices. We study the impact...
Persistent link: https://www.econbiz.de/10012485328
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Study of relationship between large-cap equity funds returns in India and benchmark returns
Kumar, Sanjiwani Jayant; Punjabi, Hitesh; Mahadik, Ashish - In: Analele Universitătii Dunărea de Jos Galaţi 23 (2018) 3, pp. 47-56
Persistent link: https://www.econbiz.de/10012028412
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Performance and development of a thin stock market : the Stockholm Stock Exchange 1912-2017
Rydqvist, Kristian; Guo, Rong - In: Financial history review 28 (2021) 1, pp. 26-44
Persistent link: https://www.econbiz.de/10012523307
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Power of moment-based normality tests : empirical analysis on Indian stock market index
Shaik, Muneer; Gulhane, Rutvik Digambar - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2989-2997
Persistent link: https://www.econbiz.de/10014327637
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Stochastic volatility jump-diffusions for equity index dynamics
Kaeck, Andreas; Alexander, Carol - 2010
Persistent link: https://www.econbiz.de/10009375864
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Relative option prices and risk-neutral skew as predictors of index returns
Ratcliff, Ryan - In: The journal of derivatives : the official publication … 21 (2013) 2, pp. 89-105
Persistent link: https://www.econbiz.de/10010358117
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Time-varying jump tails
Bollerslev, Tim; Todorov, Viktor - In: Journal of econometrics 183 (2014) 2, pp. 168-180
Persistent link: https://www.econbiz.de/10010506069
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Option implied tail index and volatility based on heavy-tailed distributions : evidence from KOSPI 200 index options market
Kim, Joocheol; Kim, Hyun-Oh - In: Global economic review 43 (2014) 3, pp. 269-284
Persistent link: https://www.econbiz.de/10010509739