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Gerlach, Richard; Chen, Cathy W. S.; Lin, Edward M. H. - In: Journal of forecasting 35 (2016) 8, pp. 751-764

Persistent link: https://www.econbiz.de/10011633826

Gerlach, Richard; Abeywardana, Sachin - In: International journal of forecasting 32 (2016) 4, pp. 1385-1402

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Koval, Borys; Frühwirth-Schnatter, Sylvia; Sögner, Leopold - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 2, pp. 337-378

Persistent link: https://www.econbiz.de/10014631938

Pierdzioch, Christian; Stadtmann, Georg - In: The European journal of finance 21 (2015) 13/15, pp. 1161-1175

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Christoffersen, Peter F.; Jacobs, Kris; Chang, Bo Young - 2013

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Hölzl, Alexander - 2014

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Amaya, Diego; Christoffersen, Peter F.; Jacobs, Kris; … - In: Journal of financial economics 118 (2015) 1, pp. 135-167

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Jondeau, Eric; Zhang, Qunzi - 2014

Downside-Beta Comovement and Upside-Beta Comovement is the main driving force for market level skewness. An indicator called …

Persistent link: https://www.econbiz.de/10010442899

Alexander, Carol; Lazar, Emese; Stanescu, Silvia - In: International journal of forecasting 37 (2021) 1, pp. 105-124

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Félix, Luiz; Kräussl, Roman; Stork, Philip - 2020

perceive to have private information. We find that bold forecasts create skewness in the distribution of expectations and …

Persistent link: https://www.econbiz.de/10012520341