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Time-varying jump intensity and volatility forecasting of crude oil returns
Zhang, Lei; Chen, Yan; Bouri, Elie - In: Energy economics 129 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014559002
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Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? : a comparative analysis with the S&P 500
Chen, Yan; Zhang, Lei; Bouri, Elie - In: Research in international business and finance 69 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015052810
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Irrational Exuberance
Shiller, Robert J. - 2015 - Revised and expanded third edition
Volatility in a Free Society -- Appendix. Nobel Prize Lecture: Speculative Asset Prices -- Notes -- References -- Index …-subprime boom may well turn out to be another illustration of Shiller's influential argument that psychologically driven volatility …
Persistent link: https://www.econbiz.de/10014481666
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Bitcoin volatility and the introduction of bitcoin futures : a portfolio construction approach
Bouteska, Ahmed - In: Finance research letters 57 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014513636