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Do industry returns predict the stock market? : A reprise using the random forest
Ciner, Cetin - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 152-158
Persistent link: https://www.econbiz.de/10012176169
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The sources of pricing factors underlying the cross-section of currency returns
Chen, Chih-Nan; Lin, Chien-Hsiu - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 250-265
Persistent link: https://www.econbiz.de/10012430926
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How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander; Dahmene, Meriam; Boughrara, Adel - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
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Oil shocks and stock return volatility
Bachmeier, Lance J.; Nadimi, Soheil R. - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 1-9
Persistent link: https://www.econbiz.de/10012034495
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Forecasting stock market volatility using Realized GARCH model : international evidence
Sharma, Prateek; Vipul - In: The quarterly review of economics and finance : journal … 59 (2016), pp. 222-230
Persistent link: https://www.econbiz.de/10011627288
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The role of stock markets vs. the term spread in forecasting macrovariables in Finland
Kuosmanen, Petri; Vataja, Juuso - In: The quarterly review of economics and finance : journal … 51 (2011) 2, pp. 124-132
Persistent link: https://www.econbiz.de/10009270178
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Long memory and structural breaks in modeling the return and volatility dynamics of precious metals
Arouri, Mohamed; Hammoudeh, Shawkat; Lahiani, Amine; … - In: The quarterly review of economics and finance : journal … 52 (2012) 2, pp. 207-218
Persistent link: https://www.econbiz.de/10009700518
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On the predictive ability of conditional market skewness
Serna, Gregorio - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 186-191
Persistent link: https://www.econbiz.de/10014461560
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Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect : an individual stock level study with economic sig...
Zargar, Faisal Nazir; Kumar, Dilip - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 271-285
Persistent link: https://www.econbiz.de/10012431113
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Multifactor risk loadings and abnormal returns under uncertainty and learning
Salotti, Simone; Trecroci, Carmine - In: The quarterly review of economics and finance : journal … 54 (2014) 3, pp. 393-404
Persistent link: https://www.econbiz.de/10010492632