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Wanna bet there will be war? : a time-series analysis of prediction markets during the Libya conflict 2011
Wörle, Sebastian Matthias - In: The journal of prediction markets 7 (2013) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10010342035
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Research on talent and urban development strategy
Shi, Mingchun; Zou, Junhao; Wang, Zhuoyang; Zhang, Xinyu; … - In: International journal of economics, finance and … 7 (2019) 6, pp. 203-209
Persistent link: https://www.econbiz.de/10012238980
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Forecasting stock market volatility in India : using linear and non-linear models
Srinivasan, Kaliyaperumal; Deo, Malabika - In: International journal of economic perspectives : IJEP 4 (2010) 4, pp. 617-622
Persistent link: https://www.econbiz.de/10011587796
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Application of GARCH model to forecast data and volatility of share price of energy (Study on Adaro Energy Tbk, LQ45)
Virginia, Erica; Ginting, Josep; Elfaki, Faiz A. M. - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 3, pp. 131-140
Persistent link: https://www.econbiz.de/10011881316
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Fitting the Nigeria stock market return series using GARCH models
Usman, U.; Auwal, H. M.; Abdulmuhyi, M. A. - In: Theoretical economics letters 7 (2017) 7, pp. 2159-2176
Persistent link: https://www.econbiz.de/10011785913
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Application of short-term forecasting models for energy entity stock price (Study on Indika Energi Tbk, JII)
Azhar, Rialdi; Kesumah, Fajrin Satria Dwi; Ambya, Ambya; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 1, pp. 294-301
Persistent link: https://www.econbiz.de/10012435914
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How are structural breaks related to stock return volatility persistence? : evidence from China and Japan
Tsuji, Chikashi - In: Modern economy 9 (2018) 10, pp. 1635-1643
Persistent link: https://www.econbiz.de/10011958946
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A directional-change events approach for studying financial time series
Aloud, Monira; Tsang, Edward; Olsen, Richard; Dupuis, … - 2011
Financial markets witness high levels of activity at certain times, but remain calm at others. This makes the flow of physical time discontinuous. Therefore using physical time scales for studying financial time series, runs the risk of missing important activities. An alternative approach is...
Persistent link: https://www.econbiz.de/10010305978
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A directional-change event approach for studying financial time series
Aloud, Monira; Tsang, Edward; Olsen, Richard; Dupuis, … - In: Economics: The Open-Access, Open-Assessment E-Journal 6 (2012) 2012-36, pp. 1-17
Financial markets witness high levels of activity at certain times but remain calm at others. This makes the flow of physical time discontinuous. Therefore, to use physical time scales for studying financial time series runs the risk of missing important activities. An alternative approach is to...
Persistent link: https://www.econbiz.de/10010310507
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Empirical research on exchange rate expectations : macro and micro perspectives
Rebitzky, Rafael R. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003580431