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Predictability hidden by anomalous observations
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - 2013 - This version: March 2013
Persistent link: https://www.econbiz.de/10010221576
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Idiosyncratic volatility, returns, and mispricing : no real anomaly in sight
Zaremba, Adam; Czapkiewicz, Anna; Będowska-Sójka, Barbara - In: Finance research letters 24 (2018), pp. 163-167
Persistent link: https://www.econbiz.de/10011982555
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Prediction of stock price movement using continuous time models
Sonono, Masimba E.; Mashele, Hopolang P. - In: Journal of mathematical finance 5 (2015) 2, pp. 178-191
Persistent link: https://www.econbiz.de/10011398992
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The predictive density simulation of the yield curve with a zero lower bound
Kang, Kyu Ho - In: Journal of empirical finance 33 (2015), pp. 51-66
Persistent link: https://www.econbiz.de/10011556848
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Forecasting stock returns : do less powerful predictors help?
Zhang, Yaojie; Zeng, Qing; Ma, Feng; Shi, Benshan - In: Economic modelling 78 (2019), pp. 32-39
Persistent link: https://www.econbiz.de/10012198825
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Modelling and forecasting volatility dynamics using quadratic GARCH-factor models : empirical evidence from international foreign exchange markets
Saidane, Mohamed; Lavergne, Christian - In: Stock returns : cyclicity, prediction and economic …, (pp. 231-267). 2009
Persistent link: https://www.econbiz.de/10003945037
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Should we expect significant out-of-sample results when predicting stock returns?
Hjalmarsson, Erik - In: Stock returns : cyclicity, prediction and economic …, (pp. 269-274). 2009
Persistent link: https://www.econbiz.de/10003945039
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Valuation ratios and stock return predictability in South Africa : is it there?
Gupta, Rangan; Modise, Mampho P. - In: Emerging markets finance & trade : a journal of the … 48 (2012) 1, pp. 70-82
Persistent link: https://www.econbiz.de/10009620175
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Volatility, jumps, and predictability of returns : a sequential analysis
Raggi, Davide; Bordignon, Silvano - In: Econometric reviews 30 (2011) 6, pp. 669-695
Persistent link: https://www.econbiz.de/10009269794
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Measuring and forecasting financial market volatility using high-frequency data
Bannouh, Karim - 2013
Persistent link: https://www.econbiz.de/10009707692