Search Results - subject:"Average correlation"

Predicting stock market returns with average correlation and average variance : decomposition approach

Oh, Jong-Min - In: Finance research letters 63 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014531460

Predictability of stock market returns : new evidence from developed and developing countries

Li, Xiyang; Cheng, Xiaoyue; Li, Bin; Singh, Tarlok; Shi, Kan - In: Global finance journal 54 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013470087

Is average correlation related to expected returns : evidence from global markets

Peterburgsky, Stanley; Baek, Seungho - In: Applied economics letters 28 (2021) 9, pp. 731-736

Persistent link: https://www.econbiz.de/10012501604

VIX and liquidity premium

Bams, Dennis; Honarvar, Iman - In: International review of financial analysis 74 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012803753

O comportamento dos componentes da volatilidade das ações no Brasil

Costa, Hudson Chaves; Mazzeu, João Henrique Gonçalves; … - In: Revista Brasileira de Finanças : RBFin 14 (2016) 2, pp. 225-268

Persistent link: https://www.econbiz.de/10011586247

Foreign Exchange Risk and the Predictability of Carry Trade Returns

Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - Rimini Centre for Economic Analysis (RCEA) - 2014

variance into average variance and average correlation shows that the predictive power of market variance is primarily due to … average variance since average correlation is not signicantly related to carry trade returns. Finally, a new version of the …

Persistent link: https://www.econbiz.de/10010748424

The Securities-Correlation Risks and the Volatility Effects in the Japanese Stock Market

Satoshi, Satoshi Sakamaki - In: Public Policy Review 9 (2013) 3, pp. 531-552

Persistent link: https://www.econbiz.de/10010832857

A Novel Evolutionary Biclustering Approach using MapReduce(EBC-MR)

Rathipriya R. - In: International Journal of Knowledge Discovery in … 6 (2016) 1, pp. 26-36

bicluster using a correlation measure called Average Correlation Value measure. Furthermore, MapReduce based genetic algorithm …

Persistent link: https://www.econbiz.de/10012046195

Local Optima Avoidance in GA Biclustering using Map Reduce

Rathipriya R.; Gowri R. - In: International Journal of Knowledge Discovery in … 6 (2016) 1, pp. 37-47

One of the prominent issues in Genetic Algorithm (GA) is premature convergence on local optima. This restricts the enhanced optimal solution searching in the entire search space. Population size is one of the influencing factors in Genetic Algorithm. Increasing the population size will improvise...

Persistent link: https://www.econbiz.de/10012046196

Foreign exchange risk and the predictability of carry trade returns

Cenedese, Gino; Sarno, Lucio; Tsiakas, Ilias - In: Journal of Banking & Finance 42 (2014) C, pp. 302-313

variance into average variance and average correlation shows that the predictive power of market variance is primarily due to … average variance since average correlation is not significantly related to carry trade returns. Finally, a new version of the …

Persistent link: https://www.econbiz.de/10010753673