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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

Growth volatility and income inequality : asymmetric analysis for France

Ghosh, Sudeshna - In: Global business & economics review 24 (2021) 1, pp. 21-42

Persistent link: https://www.econbiz.de/10012504637

Reviewing demand regimes in open economies with Penn World Table data

Marques, André de Mattos - In: The Manchester School 90 (2022) 6, pp. 730-751

Persistent link: https://www.econbiz.de/10013414312

Modeling Wage Inequality in the U.S. As Conditional Variation : A Time Series Approach

Stevans, Lonnie K. - 2001

In this paper, we argue that wage volatility is a good proxy for wage inequality because of the strong and lagged …

Persistent link: https://www.econbiz.de/10014052120

Quarticity estimation on ohlc data

Balter, Janine - In: Journal of financial econometrics : official journal of … 13 (2015) 2, pp. 505-519

Persistent link: https://www.econbiz.de/10011339287

Fractional integration and asymmetric volatility in European, American and Asian bull and bear markets : application to high-frequency stock data

Yaya, OlaOluwa S.; Gil-Alaña, Luis A.; Shittu, … - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 276-290

Persistent link: https://www.econbiz.de/10011348408

Forecasting volatility of stock indices with ARCH model

Alam, Md. Zahangir; Siddikee, Md. Noman; Masukujjaman, Md. - In: International journal of financial research 4 (2013) 2, pp. 126-143

Persistent link: https://www.econbiz.de/10010205105

Asymmetry in the price impact of trades in an high-frequency microstructure model with jumps

Jondeau, Eric; Lahaye, Jérôme; Rockinger, Michael - 2013

We estimate a general microstructure model of the transitory and permanent impact of order flow on stock prices. Jumps are detected in both the transaction price (observation equation) and fundamental value (state equation). The model's parameters and variances are updated in real time. Prices...

Persistent link: https://www.econbiz.de/10010256970

Exchange rate influences on stock market returns and volatility dynamics : empirical evidence from the Australian stock market

Karunanayake, Indika - In: Review of applied economics 10 (2014) 1/2, pp. 83-97

Persistent link: https://www.econbiz.de/10010506487

Qiao, Xiao; Wang, Yongning - In: Journal of risk 23 (2021) 5, pp. 25-54

Persistent link: https://www.econbiz.de/10012630868

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