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Income inequality and the volatility of stock prices
Blau, Benjamin; Griffith, Todd; Whitby, Ryan J. - In: Applied economics 53 (2021) 38, pp. 4404-4416
Persistent link: https://www.econbiz.de/10012609815
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de; Raunig, Burkhard - 2002
Density forecasts have become quite important in economics and finance. For example, such forecasts play a central role in modern financial risk management techniques like Value at Risk. This paper suggests a regression based density forecast evaluation framework as a simple alternative to other...
Persistent link: https://www.econbiz.de/10011431370
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The impact of analyst recommendations on stock prices in Austria (2000-2014) : evidence from a small and thinly traded market
Murg, Michael; Pachler, Matthias; Zeitlberger, … - In: Central European journal of operations research : CEJOR … 24 (2016) 3, pp. 595-616
Persistent link: https://www.econbiz.de/10011687662
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de; Raunig, Burkhard - 2002
Persistent link: https://www.econbiz.de/10001650402
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de; Raaij, Gabriela de; Raunig, Burkhard - 2002
Density forecasts have become quite important in economics and finance. For example, such forecasts play a central role in modern financial risk management techniques like Value at Risk. This paper suggests a regression based density forecast evaluation framework as a simple alternative to other...
Persistent link: https://www.econbiz.de/10001657476
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Evaluating density forecasts from models of stock market returns
Raaij, Gabriela de; Raunig, Burkhard - In: The European journal of finance 11 (2005) 2, pp. 151-166
Persistent link: https://www.econbiz.de/10002841826
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The Wisselbank and Amsterdam Price Volatility : A Fractal Test of the Austrian Fractional-Reserve Banking Hypothesis
Guzelian, Christopher P. - 2020
-1788 using fractal Hurst exponents.For all commodity prices tested, fractal volatility was higher during the lower fractional …
Persistent link: https://www.econbiz.de/10012855563
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Assessment of price volatility in Euro Area, Germany and France
In: Ekonomický časopis : časopis pre ekonomickú … 68 (2020) 5, pp. 499-519
Persistent link: https://www.econbiz.de/10012505005
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Estimating Fluctuating Volatility Time Series Returns for a Cluster of International Stock Markets : A Case Study for Switzerland, Austria, China and Hong Kong
BADARLA, Suresh; NATHWANI, Bharti; Trivedi, Jatin; … - 2022
The major aim of this empirical study is to estimate the volatility time series returns for a cluster of international … stock markets, such as: Switzerland, Austria, China and Hong Kong. The paper demonstrates statistical modeleling in order to … capture volatility clusters and changes in long and short term volatility impact. The econometric approch is based on randomly …
Persistent link: https://www.econbiz.de/10013290005
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Forecasting stock market (realized) volatility in the United Kingdom : is there a role of inequality?
Hassani, Hossein; Yeganegi, Mohammad Reza; Gupta, Rangan; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2146-2152
Persistent link: https://www.econbiz.de/10013184696