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Non-linear predictability of stock market returns : comparative evidence from Japan and the US

Humpe, Andreas; Macmillan, Peter - In: Investment management and financial innovations 11 (2014) 4, pp. 36-48

Persistent link: https://www.econbiz.de/10010514142

Testing the efficiency of stock market using nonlinear unit root : evidence from India

Suresh, K. G.; Tiwari, Aviral Kumar - In: The empirical economics letters : a monthly … 14 (2015) 6, pp. 543-549

Persistent link: https://www.econbiz.de/10011419117

Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach

Bekiros, Stelios; Gupta, Rangan - In: Economics letters 131 (2015), pp. 83-85

Persistent link: https://www.econbiz.de/10011422667

An empirical analysis of nonlinear dynamics relationship between the United States and Taiwan stock markets

Lee, Yen-Hsien - In: Zagreb international review of economics & business 15 (2012) 1, pp. 89-101

Persistent link: https://www.econbiz.de/10010236568

Non-linearity, persistence and spillover effects in stock returns : the role of the volatility index

Wu, Po-Chin; Pan, Sheng-Chieh; Tai, Xue-Ling - In: Empirica : journal of european economics 42 (2015) 3, pp. 597-613

Persistent link: https://www.econbiz.de/10011485602

Oil prices and stock returns : nonlinear links across sectors

Pinho, Carlos; Madaleno, Mara - In: Portuguese economic journal 15 (2016) 2, pp. 78-97

Persistent link: https://www.econbiz.de/10011556449

How to Use Time-Variable and Nonlinear Phenomenon of Stock Market

Wu, Rongbin - 2011

This paper introduces a new technical analysis method of stock market. I would like to call is as volume-weighted moving average and use VWMA as the abbreviation.By using VWMA, time-variable and nonlinear phenomenon of stock market can be seen. Comparing with the simple moving average, VWMA can...

Persistent link: https://www.econbiz.de/10013127943

Persistence and efficiency of OECD stock markets : linear and nonlinear fractional integration approaches

Adekoya, Oluwasegun B. - In: Empirical economics : a quarterly journal of the … 61 (2021) 3, pp. 1415-1433

Persistent link: https://www.econbiz.de/10012616954

The Study of Nonlinear Correlation between Shanghai, Hongkong and American Stock Returns — An Empirical Analysis Based on MS-VAR Model and MS-DCC-MVGARCH Model

Zhou, Decai - 2014

Considering the mean and the volatility correlation of Chinese and foreign stock market may undergo structural changes because of the reform and opening-up, the paper attempts to incorporate Markov state transition mechanism(MS) into both the VAR model and DCC-MVGARCH model at the same time....

Persistent link: https://www.econbiz.de/10013061426

Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables

Naifar, Nader; Mohammed Saleh Al Dohaiman - In: International review of economics & finance : IREF 27 (2013), pp. 416-431

Persistent link: https://www.econbiz.de/10009740784