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Comparing linear and nonlinear forecasts for stock returns

Kanas, Angelos; Yannopoulos, Andreas - In: International review of economics & finance : IREF 10 (2001) 4, pp. 383-398

Persistent link: https://www.econbiz.de/10001651417

Black swan events and COVID-19 outbreak : sector level evidence from the US, UK, and European stock markets

Ahmad, Wasim; Kutan, Ali Mustafa; Gupta, Smarth - In: International review of economics & finance : IREF 75 (2021), pp. 546-557

Persistent link: https://www.econbiz.de/10012692797

Return performance, leverage effect, and volatility spillover in Islamic stock indices evidence from DJIMI, FTSEGII and KLSI

Albaity, Mohamed; Rubi Ahmad - In: Investment management and financial innovations 8 (2011) 3, pp. 161-171

Persistent link: https://www.econbiz.de/10009422189

The Monday effect revisited : an alternative testing approach

Alt, Raimund; Fortin, Ines; Weinberger, Simon - In: Journal of empirical finance 18 (2011) 3, pp. 447-460

Persistent link: https://www.econbiz.de/10009302091

Modelling returns on stock indices for Western and Central European stock exchanges : a Markov switching approach

Białkowski, Je̜drzej - 2003

Persistent link: https://www.econbiz.de/10001768500

Volatility and autocorrelation in major European stock markets

Booth, G. Geoffrey - In: The European journal of finance 4 (1998) 1, pp. 61-74

Persistent link: https://www.econbiz.de/10001247520

Cross-autocorrelations in European stock returns

Peiro, Amado - In: Economics and Business Letters : EBL 5 (2016) 1, pp. 30-37

This paper examines lead-lag relationships between monthly index returns from 18 European industries. Several interesting and clear relationships are found that call into question the efficiency of European stock markets. While the Automobiles & Parts sector lags more than half of the other...

Persistent link: https://www.econbiz.de/10011573194

Unconditional and conditional distributional models for the Nikkei index

Mittnik, Stefan; Paolella, Marc S.; Rachev, Svetlozar T. - In: Asia-Pacific financial markets 5 (1998) 2, pp. 99-128

Persistent link: https://www.econbiz.de/10001372063

Unconditional and conditional distributional models for the Nikkei index

Mittnik, Stefan - 1997

Persistent link: https://www.econbiz.de/10000985609

Tail estimation and conditional modeling of heteroscedastic time-series

Paolella, Marc S. - 1999 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001388258

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