Narrow search
Showing 1 - 10 of 3,116
Cover Image
The impact of uncertainty in the oil and gold market on the cross-section of stock returns
Bams, Dennis; Blanchard, Gildas; Honarvar, Iman; … - 2015
Persistent link: https://www.econbiz.de/10011547101
Cover Image
Investigating new sources of information and nonlinearities on financial markets
Behrendt, Simon - 2020
Persistent link: https://www.econbiz.de/10012415028
Cover Image
Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book
Clinet, Simon; Potiron, Yoann - In: Journal of econometrics 209 (2019) 2, pp. 289-337
Persistent link: https://www.econbiz.de/10012302598
Cover Image
New evidence on the information content of implied volatility of S&P 500 : model-free versus model-based
Zhang, Weiwei; Sun, Tiezhu; Ma, Yechi; Wang, Zilong - In: Romanian journal of economic forecasting 24 (2021) 1, pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
Cover Image
Objective information and ignorance : notes on some priors in the Bayesian analysis of the AR(1) model
Schotman, Peter C. - 1992
Persistent link: https://www.econbiz.de/10000846612
Cover Image
An entropy based analysis of the relationship between the DOW JONES Index and the TRNA sentiment series
Allen, David E.; McAleer, Michael; Singh, Abhay K - 2016
the stock prices of these companies using entropy measures. The entropy and Mutual Information (MI) statistics permit an … analysis of the amount of information within the sentiment series, its relationship to the DJIA and an indication of how the …
Persistent link: https://www.econbiz.de/10011456716
Cover Image
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - In: Applied economics 49 (2017) 7, pp. 677-692
Persistent link: https://www.econbiz.de/10011810876
Cover Image
Information-theoretic analysis of serial dependence and cointegration
Aparicio, F. M. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 3, pp. 119-140
Persistent link: https://www.econbiz.de/10001769710
Cover Image
A note on updating forecasts when new information arrives between two periods
Chen, Pu - 2009
information arrives between the current period and the next period. To use the information that arrives between two periods, he … information arrives between the current period and the next period. He demonstrates by theoretical arguments and empirical …
Persistent link: https://www.econbiz.de/10003828904