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Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan?
Equity Profit Risk and Uncertainty Compensation and Benefits
2015/5/13
Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan?
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...