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Capital gains taxes and stock return volatility

Dai, Zhonglan; Shackelford, Douglas A.; Zhang, Harold H. - In: The journal of the American Taxation Association : a … 35 (2013) 2, pp. 1-31

Persistent link: https://www.econbiz.de/10010233236

On the destabilizing nature of capital gains taxes

Dieci, Roberto; Gardini, Laura; Westerhoff, Frank H. - In: International review of financial analysis 83 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013455191

An analysis of implied tax rates on long-term taxable and tax-exempt bonds

Koch, Timothy W. - In: Journal of business research : JBR 38 (1997) 2, pp. 171-176

Persistent link: https://www.econbiz.de/10001214965

Support vector regression based GARCH model with application to forecasting volatility of financial returns

Chen, Shiyi (contributor); Jeong, Kiho (contributor); … - 2008

In recent years support vector regression (SVR), a novel neural network (NN) technique, has been successfully used for financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH method is proposed and is compared with a moving...