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Non-linear dynamics in financial asset returns : the predictive power of the CBOE volatility index

Bekiros, Stelios D.; Georgoutsos, Demetris A. - In: The European journal of finance 14 (2008) 5/6, pp. 397-408

Persistent link: https://www.econbiz.de/10003771721

Measurement and analysis of the Spanish stock exchange using the Lyapunov exponent with digital technology

Rojí Ferrari, Salvador (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003324131

The performance of linear versus non-linear models in forecasting returns on the Johannesburg Stock Exchange

Gysen, Michael van; Huang, Chun-sung; Kruger, Ryan - In: International business and economics research journal 12 (2013) 8, pp. 985-994

Persistent link: https://www.econbiz.de/10009792062

The effects of stock returns on consumption : evidence from nonlinearities

Kim, Sei-Wan - In: Economic papers 9 (2006) 1, pp. 32-45

Persistent link: https://www.econbiz.de/10003361937

Neural networks, nonlinear dynamics, and risk management in banking and finance

Nguyen, Duc Khuong (ed.); Mettenheim, Hans-Jörg von (ed.); … - 2021

Persistent link: https://www.econbiz.de/10012485611

Nonlinearity and Smoothing in Venture Capital Performance Data

McKenzie, Michael D. - 2012

Performance indices for illiquid investments are known to suffer from returns smoothing, and the purpose of this paper is to investigate the presence and nature of such smoothing in the context of venture capital. We find that while the standard techniques may or may not indicate the presence of...

Persistent link: https://www.econbiz.de/10013106090