Astrology and Stock Market Forecasting by Louise McWhirter

By Louise McWhirter

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In preliminary research, Bond (2000b) uses models incorporating time-varying conditional skewness to calculate a measure of downside risk and then from this calculate portfolio weights for an investor who displays loss aversion. It is found that the loss-averse investor derives higher expected utility for using some models incorporating conditional skewness. This suggests that while most results to date have found little in the way of economic value from modelling skewness, there may be some class of agents, particularly sensitive to asymmetric risks, for whom such an approach is of value.

00]. The parameter estimates for the conditional mean equation are broadly similar between the normal and Student's t-models. 8 ARMA(1,2)-GARCH(1,1) parameters: double-gamma distribution Parameter Estimate a0 a1 b1 b2 Dum mon Dum tue ! 0000 Review of asymmetric conditional density functions 35 di€erent from zero for either model (it is retained for comparison with later models). There is some indication that volatility is higher after the market reopens following a bank holiday. However, there is no evidence that the expected return is any di€erent when the market reopens and the term is dropped from the conditional mean equation.

L. (1987) Regular Variation, Cambridge University Press, Cambridge. Blaesild, P. and Sùrensen, M. (1992) 'hyp' ± A Computer Program for Analyzing Data Modelling asset returns with hyperbolic distributions 19 by Means of the Hyperbolic Distribution, Research Report no. 248, Department of Theoretical Statistics, University of AÊrhus. , Embrechts, P. and Shiryaev, A. (1998a) `No Arbitrage, Change of Measure and Conditional Esscher Transforms', Preprint, ETH ZuÈrich. , Embrechts, P. and Shiryaev, A.

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