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~subject:"United States"
~subject:"Volatility"
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Les reseaux de neurones artificiels : une application à prévision des prix des actifs financiers
Avouyi-Dovi, Sanvi
;
Caulet, Renaud
-
1995
Persistent link: https://www.econbiz.de/10000923490
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2
Designing factor models for different types of stock : what's good for the goose ain't always good for the gander
Jones, Robert C.
- In:
Financial analysts' journal : FAJ
46
(
1990
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2
,
pp. 25-30
Persistent link: https://www.econbiz.de/10001088702
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The value line stock rankings and the option model implied standard deviations
Tezel, Ahmet
- In:
The journal of financial research
11
(
1988
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3
,
pp. 215-225
Persistent link: https://www.econbiz.de/10001090732
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A time series analysis of aggregate business failure activity and credit conditions
Melicher, Ronald W.
- In:
Journal of economics & business
40
(
1988
)
4
,
pp. 319-333
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Temporary components of stock returns : what do the data tell us?
Lamoureux, Christopher G.
- In:
The review of financial studies
9
(
1996
)
4
,
pp. 1033-1059
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Information demand and stock return predictability
Chronopoulos, Dimitris K.
;
Papadimitriou, Fotios I.
; …
- In:
Journal of international money and finance
80
(
2018
),
pp. 59-74
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The role of "other information" in analysts' forecasts in understanding stock return volatility
Shan, Yaowen
;
Taylor, Stephen L.
;
Walter, Terry S.
- In:
Review of accounting studies
19
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2014
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4
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pp. 1346-1392
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Do excessively volatile forecasts impact investors?
Lundholm, Russell J.
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Rogo, Rafael
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Review of accounting studies
25
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2020
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2
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Fourier analysis for stock price forecasting : assumption and evidence
Stádník, Bohumil
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Raudeliūnienė, Jurgita
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Journal of business economics and management
17
(
2016
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3
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Modeling and forecasting asset volatility
Bekierman, Jeremias
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2017
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