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predicting stock volatility(ijsbar) -------------------------------------------------------------------------------------------------------------------- predicting the volatility
1 predicting stock volatility using after-hours information chun-hung chen1 kpmg wei-choun yu2 winona state university eric zivot3 university of washington january 12, 2009…
food safety in the context of the european union ae vol. 20 • no. 47 • february 2018 185 predicting abnormal stock return volatility using textual analysis of news –…
working papers editor: f. lundtofte the knut wicksell centre for financial studies lund university school of economics and management predicting stock price volatility by…
predicting stock index volatility: can market volume help? article accepted version brooks, c. 1998 predicting stock index volatility: can market volume help? journal of…
7/30/2019 role of technical analysis in predicting volatility of uk stock market 1/170rroollee oofftteecchhnniiccaall aannaallyyssiiss iinn pprreeddiiccttiinnggvvoollaattiilliittyy…
1597 acta universitatis agriculturae et silviculturae mendelianae brunensis volume 67 143 number 6, 2019 predicting volatility and dynamic relation between stock…
8/6/2019 predicting volatility 1/44predicting volatility: getting the most out of returndata sampled at different frequencieseric ghyselsdepartment of economicsuniversity…
7/31/2019 getting the most out of macroeconomic information for predicting stock returns and volatility 1/63getting the most out of macroeconomicinformation for predicting…
volume 67 143 number 6, 2019 predicting volatility and dynamic relation between stock market, exchange rate and select commodities saif siddiqui1, preeti roy1 1 centre for
1. working paper series idiosyncratic volatility, stock market volatility,and expected stock returns hui guoand robert savickasworking paper 2003-028bhttp://research.stlouisfed.org/wp/2003/2003-028.pdfseptember…
working paper series idiosyncratic volatility, stock market volatility, and expected stock returns hui guo and robert savickas working paper 2003-028b http://research.stlouisfed.org/wp/2003/2003-028.pdf…
7/30/2019 stock index volatility 1/38modelling and forecasting stockindex volatilitya comparison between garch models and thestochastic volatility modelsupervisor:professor…
7/30/2019 stock exchange volatility 1/104an assessment of factors influencing stock pricevolatility of shares trading at dse17/30/2019 stock exchange volatility 2/104 chapter…
8/4/2019 volatility stock markets 1/18recent volatility in stock markets in india and foreign institutionalinvestorsparthapratim palsection 1. introductionafter the first…
idiosyncratic volatility, stock market volatility, and expected stock returnshui guo and september 2003 revised july 2005 federal reserve bank of st. louis research division
1 predicting stock volatility using after-hours information chun-hung chen1 kpmg wei-choun yu2 winona state university eric zivot3 university of washington january 12, 2009…
predicting volatility: getting the most out of return data sampled at different frequencies∗ eric ghysels department of economics university of north carolina† and cirano…
midas predicting volatility at different frequencies wensi shi supervisor: lars forsberg uppsala university 2010‐5‐18 abstract keyword: realized volatility; midas regression, realized power, absolute return, intra‐day data …
nber working paper series macroeconomic volatility and stock market volatility, worldwide francis x. diebold kamil yilmaz working paper 14269 http:www.nber.orgpapersw14269…