Similar Search Results - EconBiz

On the Risk Return Relationship

Wang, Jian-Xin - 2012

While the risk return trade-off theory suggests a positive relationship between the expected return and the conditional … volatility, the volatility feedback theory implies a channel that allows the conditional volatility to negatively affect the …

Persistent link: https://www.econbiz.de/10013107127

On the Risk Return Relationship

Yang, Minxian - 2012

While the risk return trade-off theory suggests a positive relationship between the expected return and the conditional … volatility, the volatility feedback theory implies a channel that allows the conditional volatility to negatively affect the …

Persistent link: https://www.econbiz.de/10013107156

Answering the critics : yes, arch models do provide good volatility forecasts

Andersen, Torben; Bollerslev, Tim - 1997

Persistent link: https://www.econbiz.de/10000627888

Volatility in equilibrium : asymmetries and dynamic dependencies

Bollerslev, Tim; Sizova, Natalia; Tauchen, George Eugene - 2009

Persistent link: https://www.econbiz.de/10009559443

Empirical asset pricing with nonlinear risk premia

Mijatovi´c, Aleksandar; Schneider, Paul - 2009

Persistent link: https://www.econbiz.de/10009428004

Forecasting stock returns under economic constraints

Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - In: Journal of financial economics 114 (2014) 3, pp. 517-553

Persistent link: https://www.econbiz.de/10010532691

Forecasting stock returns under economic constraints

Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013

Persistent link: https://www.econbiz.de/10009734264

Forecasting stock returns under economic constraints

Pettenuzzo, Davide; Timmermann, Allan; Valkanov, Rossen I. - 2013

Persistent link: https://www.econbiz.de/10010231826

Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators

Audrino, Francesco; Corsi, Fulvio; Filipova, Kameliya - In: Econometric reviews 35 (2016) 1/4, pp. 232-256

Persistent link: https://www.econbiz.de/10011549916

Forecasting the equity risk premium : the role of technical indicators

Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1772-1791

Persistent link: https://www.econbiz.de/10010399441

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