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Conditional volatility and correlations of weekly returns and the VaR analysis of 2008 stock market crash
Pesaran, Bahram; Pesaran, M. Hashem - In: Economic modelling 27 (2010) 6, pp. 1398-1416
Persistent link: https://www.econbiz.de/10008825760
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Forecasting volatility in the Chinese stock market under model uncertainty
Li, Yong; Huang, Wei-ping; Zhang, Jie - In: Economic modelling 35 (2013), pp. 231-234
Persistent link: https://www.econbiz.de/10010259459
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South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 29 (2012) 3, pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
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The intraday directional predictability of large Australian stocks : a cross-quantilogram analysis
Todorova, Neda - In: Economic modelling 64 (2017), pp. 221-230
Persistent link: https://www.econbiz.de/10011760907
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Forecasting stock volatility using after-hour information : evidence from the Australian Stock Exchange
Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: Economic modelling 52 (2016), pp. 592-608
Persistent link: https://www.econbiz.de/10011642932
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Does the vector error correction model perform better than others in forecasting stock price? : an application of residual income valuation theory
Kuo, Chen-Yin - In: Economic modelling 52 (2016), pp. 772-789
Persistent link: https://www.econbiz.de/10011643043
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Stock return autocorrelations and predictability in the Chinese stock market : evidence from threshold quantile autoregressive models
Xue, Wen-Jun; Zhang, Li-Wen - In: Economic modelling 60 (2017), pp. 391-401
Persistent link: https://www.econbiz.de/10011734259
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Generalized financial ratios to predict the equity premium
Algaba, Andres; Boudt, Kris - In: Economic modelling 66 (2017), pp. 244-257
Persistent link: https://www.econbiz.de/10011813731
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Mixed-frequency SV model for stock volatility and macroeconomics
Shang, Yuhuang; Zheng, Tingguo - In: Economic modelling 95 (2021), pp. 462-472
Persistent link: https://www.econbiz.de/10012696029
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Does international oil volatility have directional predictability for stock returns? : evidence from BRICS countries based on cross-quantilogram analysis
Zhou, Zhongbao; Jiang, Yong; Liu, Yang; Lin, Ling; Liu, Qing - In: Economic modelling 80 (2019), pp. 352-382
Persistent link: https://www.econbiz.de/10012200710