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There are 31803 results for: content related to: Using Boosting for Financial Analysis and Trading

  1. What's in the News? Information Content of S&P 500 Additions

    Financial Management

    Volume 36, Issue 3, September 2007, Pages: 113–124, Jie Cai

    Version of Record online : 27 OCT 2008, DOI: 10.1111/j.1755-053X.2007.tb00083.x

  2. HOW FAST DO TOKYO AND NEW YORK STOCK EXCHANGES RESPOND TO EACH OTHER? AN ANALYSIS WITH HIGH-FREQUENCY DATA

    The Japanese Economic Review

    Volume 61, Issue 2, June 2010, Pages: 175–201, YOSHIRO TSUTSUI and KENJIRO HIRAYAMA

    Version of Record online : 20 MAR 2009, DOI: 10.1111/j.1468-5876.2009.00480.x

  3. The impact of volatility derivatives on S&P500 volatility

    Journal of Futures Markets

    Volume 29, Issue 12, December 2009, Pages: 1190–1213, Paul Dawson and Sotiris K. Staikouras

    Version of Record online : 27 JUL 2009, DOI: 10.1002/fut.20424

  4. Time-varying jump risk premia in stock index futures returns

    Journal of Futures Markets

    Volume 32, Issue 7, July 2012, Pages: 639–659, Wing Hong Chan and Liling Feng

    Version of Record online : 8 JUL 2011, DOI: 10.1002/fut.20540

  5. The Pre-FOMC Announcement Drift

    The Journal of Finance

    Volume 70, Issue 1, February 2015, Pages: 329–371, DAVID O. LUCCA and EMANUEL MOENCH

    Version of Record online : 19 JAN 2015, DOI: 10.1111/jofi.12196

  6. Forecasting time-varying covariance with a robust Bayesian threshold model

    Journal of Forecasting

    Volume 30, Issue 5, August 2011, Pages: 451–468, Chih-Chiang Wu and Jack C. Lee

    Version of Record online : 25 MAY 2010, DOI: 10.1002/for.1183

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    Does the option market produce superior forecasts of noise-corrected volatility measures?

    Journal of Applied Econometrics

    Volume 24, Issue 1, January/February 2009, Pages: 77–104, Gael M. Martin, Andrew Reidy and Jill Wright

    Version of Record online : 4 DEC 2008, DOI: 10.1002/jae.1033

  8. Comovement After Joining an Index: Spillovers of Nonfundamental Effects

    Real Estate Economics

    Volume 35, Issue 1, Spring 2007, Pages: 57–90, Brent W. Ambrose, Dong Wook Lee and Joe Peek

    Version of Record online : 22 FEB 2007, DOI: 10.1111/j.1540-6229.2007.00182.x

  9. Exploiting International Stock Market Correlations with Open-end International Mutual Funds

    Journal of Business Finance & Accounting

    Volume 25, Issue 5-6, June/July 1998, Pages: 765–773, Rahul Bhargava, Ann Bose and David A. Dubofsky

    Version of Record online : 3 MAR 2003, DOI: 10.1111/1468-5957.00211

  10. Firm Network Position and Corporate Venture Capital Investment

    Journal of Small Business Management

    Volume 52, Issue 4, October 2014, Pages: 713–731, Erik Noyes, Candy Brush, Ken Hatten and Laurel Smith-Doerr

    Version of Record online : 6 AUG 2013, DOI: 10.1111/jsbm.12051

  11. Risk Forecasting with GARCH, Skewed t Distributions, and Multiple Timescales

    Handbook of Modeling High-Frequency Data in Finance

    Alec N. Kercheval, Yang Liu, Pages: 163–218, 2011

    Published Online : 7 NOV 2011, DOI: 10.1002/9781118204580.ch7

  12. Sell-Side Analyst Research and Stock Comovement

    Journal of Accounting Research

    Volume 52, Issue 4, September 2014, Pages: 911–954, VOLKAN MUSLU, MICHAEL REBELLO and YEXIAO XU

    Version of Record online : 28 JUL 2014, DOI: 10.1111/1475-679X.12057

  13. On the Intraday Relation Between the VIX and its Futures

    Journal of Futures Markets

    Volume 36, Issue 9, September 2016, Pages: 870–886, Bart Frijns, Alireza Tourani-Rad and Robert I. Webb

    Version of Record online : 27 OCT 2015, DOI: 10.1002/fut.21762

  14. The performance of VIX option pricing models: Empirical evidence beyond simulation

    Journal of Futures Markets

    Volume 31, Issue 3, March 2011, Pages: 251–281, Zhiguang Wang and Robert T. Daigler

    Version of Record online : 30 APR 2010, DOI: 10.1002/fut.20466

  15. Model Selection and Testing of Conditional and Stochastic Volatility Models

    Handbook of Volatility Models and Their Applications

    Massimiliano Caporin, Michael McAleer, Pages: 199–222, 2012

    Published Online : 27 MAR 2012, DOI: 10.1002/9781118272039.ch8

  16. Long Correlations Applied to the Study of Memory Effects in High Frequency (TICK) Data, the Dow Jones Index, and International Indices

    Handbook of Modeling High-Frequency Data in Finance

    Ernest Barany, Maria Pia Beccar Varela, Pages: 117–162, 2011

    Published Online : 7 NOV 2011, DOI: 10.1002/9781118204580.ch6

  17. Modeling and Forecasting Realized Volatilities of Korean Financial Assets Featuring Long Memory and Asymmetry

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 1, February 2014, Pages: 31–58, Soyoung Park and Dong W. Shin

    Version of Record online : 12 MAR 2014, DOI: 10.1111/ajfs.12039

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    Index

    Handbook of Modeling High-Frequency Data in Finance

    Frederi G. Viens, Maria C. Mariani, Ionuţ Florescu, Pages: 421–441, 2011

    Published Online : 7 NOV 2011, DOI: 10.1002/9781118204580.index

  19. Mutual Fund Performance: Measurement and Evidence

    Financial Markets, Institutions & Instruments

    Volume 19, Issue 2, May 2010, Pages: 95–187, Keith Cuthbertson, Dirk Nitzsche and Niall O'Sullivan

    Version of Record online : 16 APR 2010, DOI: 10.1111/j.1468-0416.2010.00156.x

  20. Systematic skewness in futures contracts

    Journal of Futures Markets

    Volume 11, Issue 1, February 1991, Pages: 9–24, Joan C. Junkus

    Version of Record online : 28 AUG 2006, DOI: 10.1002/fut.3990110103