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How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange

Dutta, Shantanu; Essaddam, Naceur; Kumar, Vinod; Saadi, … - In: Research in international business and finance 39 (2017), pp. 867-877

Persistent link: https://www.econbiz.de/10011912398

Dependence structure of volatility and illiquidity on Vienna and Warsaw stock exchanges

Gurgul, Henryk; Syrek, Robert - In: Finance a úvěr 69 (2019) 3, pp. 198-221

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An empirical evaluation in GARCH volatility modeling : evidence from the Stockholm stock exchange

Dritsaki, Chaido - In: Journal of mathematical finance 7 (2017) 2, pp. 366-390

Persistent link: https://www.econbiz.de/10011673942

Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility

Chukiat Chaiboonsri; Prasert Chaitip - In: International journal of trade and global markets 10 (2017) 1, pp. 123-130

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Modeling of stock indices with HMM-SV models

Nkemnole, E. B.; Wulu, J. T. - In: Theoretical and applied economics : GAER review 24 (2017) 2, pp. 45-60

Persistent link: https://www.econbiz.de/10011795001

Forecasting volatility stock return : evidence from the Nordic stock exchanges

Dritsakis, Nikolaos; Savvas, Georgios - In: International journal of economics and finance 9 (2017) 2, pp. 15-31

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Forecasting volatility and volume in the Tokyo stock market: Long memory, fractality and regime switching

Lux, Thomas; Kaizoji, Taisei - 2006

We investigate the predictability of both volatility and volume for a large sample of Japanese stocks. The particular … practically always improves upon the na?ve forecast provided by historical volatility. As a somewhat surprising result, we also …

Persistent link: https://www.econbiz.de/10010294979

Forecasting volatility and volume in the Tokyo stock market: The advantage of long memory models

Lux, Thomas; Kaizoji, Taisei - 2004

Persistent link: https://www.econbiz.de/10010295136

Risk management for a commercial lending portfolio using time series forecasting and small datasets

Ganguli, Tanmoy - In: Research bulletin / The Institute of Cost Accountants … 42 (2016) 1, pp. 188-202

Persistent link: https://www.econbiz.de/10011622284

Modelling long memory dependence structure using FIGARCH-copula approach : evidence from major Asian stock markets

Gupta, Pankaj Kumar; Mittal, Prabhat - In: Global business & economics review 30 (2024) 1, pp. 56-71

Persistent link: https://www.econbiz.de/10014490993

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