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131
The relation between macroeconomic variables and stock market returns using multivariate methods
Grigoris, Michailidis
;
Stavros, Tsopogiou
- In:
International journal of economics
2
(
2008
)
1
,
pp. 19-43
Persistent link: https://www.econbiz.de/10003891378
Saved in:
132
Three essays on financial markets and institutions
Souto, Marcos Rietti
-
2005
Persistent link: https://www.econbiz.de/10003904272
Saved in:
133
Forecasting
volatility
with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
134
Volatility
of stock price as predicted by patent data : an MGARCH perspective
Chow, William W.
;
Fung, Michael Ka-yiu
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 64-79
Persistent link: https://www.econbiz.de/10003692996
Saved in:
135
Mésalignements, rentabilités et volatilité sur le marché des actions
Boucher, Christophe
- In:
Vie & sciences économiques : la revue des docteurs ès …
178
(
2008
),
pp. 22-32
Persistent link: https://www.econbiz.de/10003710784
Saved in:
136
Noise vs. news in equity returns
Chirinko, Robert S.
;
Foad, Hisham
-
2006
fundamentals and hence the pervasive joint hypothesis quagmire. We avoid this dilemma by measuring noise
volatility
directly by …
Persistent link: https://www.econbiz.de/10003381609
Saved in:
137
Essays on financial econometrics
Marcucci, Juri
-
2005
Persistent link: https://www.econbiz.de/10003384566
Saved in:
138
Risk and return on technology stocks and the aggregate stock market
Khatchatrian, Varoujan
-
2004
Persistent link: https://www.econbiz.de/10003384712
Saved in:
139
Stock returns and noise trading : domestic and international evidence
Verma, Rahul
-
2004
Persistent link: https://www.econbiz.de/10003550254
Saved in:
140
A discrete and a continuous-time model based on a technical trading rule
Nicolau, João
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
2
,
pp. 266-284
Persistent link: https://www.econbiz.de/10003518341
Saved in:
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