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Forecasting the Quantiles of Daily Equity Returns Using Realized Volatility: Evidence from the Czech Stock Market
Intraday data heterogeneous autoregressive model
2010/12/6
In this study, we evaluate the quantile forecasts of the daily equity returns on three of the most liquid stocks traded on the Prague Stock Exchange. We follow the recent findings that consider the po...
Stock market performance of computer software firms across multiple periods
Abnormal Stock Returns Blockbuster Computer Software Industry Analysis
2010/10/18
Stock market volatility has been omnipresent in the information technology sector. This
manuscript compares the stock performance of computer software companies across six different
twenty-month per...