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Covariance forecasting in equity markets
Symitsi, Efthymia; Symeonidis, Lazaros; Kourtis, Apostolos - In: Journal of banking & finance 96 (2018), pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
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Multivariate time-varying parameter modelling for stock markets
Neslihanoglu, Serdar; Bekiros, Stelios; McColl, John H.; … - In: Empirical economics : a quarterly journal of the … 61 (2021) 2, pp. 947-972
Persistent link: https://www.econbiz.de/10012616913
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Price limit bands, risk-return trade-offand asymmetric volatility : evidence fromTunisian Stock Exchange sectors
Mnari, Othman; Faouel, Bassma - In: Economics and business review 10 (2024) 3, pp. 142-162
Persistent link: https://www.econbiz.de/10015138229
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Risk-return tradeoff in Chinese stock markets : some recent evidence
Chen, Menggen - In: International journal of emerging markets 10 (2015) 3, pp. 448-473
Persistent link: https://www.econbiz.de/10011489275
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Does the equity premium puzzle persist during financial crisis? : the case of the French equity market
Bellelah, M. A.; Bellelah, M. O.; Ben Ameur, Hachmi; … - In: Research in international business and finance 39 (2017), pp. 851-866
Persistent link: https://www.econbiz.de/10011912395
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Time-varying conditional discrete jumps in emerging African equity markets
Kuttu, Saint - In: Global finance journal 32 (2017), pp. 35-54
Persistent link: https://www.econbiz.de/10011802820
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Dynamics of equity factor returns and asset pricing
Stoyanov, Stoyan V.; Fabozzi, Francesco A. - In: Journal of financial econometrics 19 (2021) 1, pp. 178-201
Persistent link: https://www.econbiz.de/10012504326
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Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima - In: Journal of empirical finance 70 (2023), pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
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Return sign forecasts based on conditional risk : evidence from the UK stock market index
Chevapatrakul, Thanaset - In: Journal of banking & finance 37 (2013) 7, pp. 2342-2353
Persistent link: https://www.econbiz.de/10009760654
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A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev; Kapetanios, George - In: Economics letters 120 (2013) 2, pp. 224-228
Persistent link: https://www.econbiz.de/10010128339