1

Early warning indicator for financial crashes using the log periodic power law

Year:
2012
Language:
english
File:
PDF, 241 KB
english, 2012
3

What determines the dynamics of absolute excess returns on stock markets?

Year:
2013
Language:
english
File:
PDF, 343 KB
english, 2013
4

Trading behavior of stock investors: Black Monday revisited

Year:
2019
Language:
english
File:
PDF, 1.11 MB
english, 2019
5

Further evidence for the negative relationship between stock returns and volatility

Year:
2009
Language:
english
File:
PDF, 413 KB
english, 2009
8

A comparison of forecasting performance between ECM and the difference ARX model 1

Year:
2009
Language:
english
File:
PDF, 111 KB
english, 2009
9

The common trend and the cross-section of expected returns

Year:
2005
Language:
english
File:
PDF, 172 KB
english, 2005
11

Combining forecasts using optimal combination weight and generalized autoregression

Year:
2008
Language:
english
File:
PDF, 194 KB
english, 2008