“...We investigate a link between the performance of several security indexes in broad investment categories and investor attention as measured by Google search...”

“...We present a simple approach to the forecasting of conditional probability distributions of asset returns. We work with a parsimonious specification of ordered...”

“...We investigate the volatility of firms’ assets in contrast to existing studies that focus on equity volatility. We estimate asset volatility using a...”

“...The rubber industry in Sri Lanka is of much economic importance. The current world consumption of rubber, totalling around 18 million tonnes per year, consists...”

“...Although stochastic volatility and GARCH (generalized autoregressive conditional heteroscedasticity) models have successfully described the volatility dynamics...”

“...Aggregational Gaussianity (AG) has long been considered a stylized fact of empirical asset return distributions. This research links existing work on the...”

“...We inject aggregate uncertainty — risk and ambiguity — into an otherwise standard business cycle model and describe its consequences. We find that increases in...”

“...The last 30 years saw substantial increases in wealth inequality and stock market participation, smaller increases in consumption inequality and the fraction...”

“...Many researchers documented that if stock markets' returns series are significantly skewed, linear-GARCH(1,1) grossly underestimates the forecast values of the...”