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Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo; Demirer, Rıza; Suleman, Muhammad Tahir; … - In: Journal of forecasting 42 (2023) 6, pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
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Do industries predict stock market volatility? : evidence from machine learning models
Niu, Zibo; Demirer, Rıza; Suleman, Muhammad Tahir; … - In: Journal of international financial markets, … 90 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10014494704
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Speculation, cross-market sentiment and the predictability of gold market volatility
Niu, Zibo; Demirer, Rıza; Suleman, Muhammad Tahir; … - In: The journal of behavioral finance : a publication of … 25 (2024) 3, pp. 278-295
Persistent link: https://www.econbiz.de/10015049540
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Time Series Properties and Predictability of Pak Rupee/US Dollar Exchange Rate
Suleman, Muhammad Tahir - 2012
This paper investigate the time series properties and predictability of daily percentage changes in the Pakistani rupee exchange rate with respect to the currencies of major trading partner country USA. The daily data is used for the time period of October 1988 to April 2012. In this study, we...
Persistent link: https://www.econbiz.de/10013107625