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Can the Chinese volatility index reflect investor sentiment?
Long, Wen; Zhao, Manyi; Tang, Yeran - In: International review of financial analysis 73 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012803434
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Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? : a multi-scale perspective
Ftiti, Zied; Hadhri, Sinda - In: Pacific-Basin finance journal 53 (2019), pp. 40-55
Persistent link: https://www.econbiz.de/10012133290
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The dark side of the stock market boom : an empirical study on stock market fluctuations and insomnia
Teng, Joshua Chen-Yuan; Liu, Tsai-Ching; Peng, Hui-Chun; … - In: The empirical economics letters : a monthly … 19 (2020) 9, pp. 969-978
Persistent link: https://www.econbiz.de/10012597876
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Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR
Chen, Yanhui; Lai, Kin Keung; Du, Jiangze - In: Eurasian economic review : a journal in applied … 4 (2014) 2, pp. 113-132
Persistent link: https://www.econbiz.de/10010514801
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Herding, a-synchronous updating and heterogeneity in memory in a CBS
Diks, Cees G. H.; Weide, Roy van der - 2003
explicit nature of the dynamics of the CBS we show that the introduction of herding modifies the random walk to an ARIMA($0 …
Persistent link: https://www.econbiz.de/10011334332
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Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
Sbrana, Giacomo; Silvestrini, Andrea - In: Journal of banking & finance 37 (2013) 5, pp. 1437-1450
Persistent link: https://www.econbiz.de/10009729085
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Applying ARMA-GARCH approaches to forecasting short-term electricity prices
Liu, Heping; Shi, Jing - In: Energy economics 37 (2013), pp. 152-166
Persistent link: https://www.econbiz.de/10009760851
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Modelling and forecasting of day-ahead electricity price in Indian energy exchange : evidence from MSARIMA-EGARCH model
Ghosh, Sajal; Kanjilal, Kakali - In: International journal of Indian culture and business … 8 (2014) 3, pp. 413-423
Persistent link: https://www.econbiz.de/10010401577
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Inflation volatility in Indonesia using ARIMA model : before and during COVID-19
Wahyudi, Setyo Tri; Nabella, Rihana Sofie; Sari, Kartika - 2022
Persistent link: https://www.econbiz.de/10013197497
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Dynamic interaction between historical and implied volatility in the Indian option market
Viswanathan, T.; Sriram, R.; Mukherjee, Prathana - In: International journal of public sector performance … 8 (2021) 1/2, pp. 128-144
Persistent link: https://www.econbiz.de/10012696739