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Forecasting comparison between two nonlinear models : fuzzy regression versus SETAR
Feng, Hui - In: Applied economics letters 18 (2011) 16/18, pp. 1623-1627
Persistent link: https://www.econbiz.de/10009383409
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K-factor GARMA models for intraday volatility forecasting
Bisaglia, Luisa; Bordignon, Silvano; Lisi, Francesco - In: Applied economics letters 10 (2003) 4, pp. 251-254
Persistent link: https://www.econbiz.de/10001749011
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Factor-augmented HAR model improves realized volatility forecasting
Kim, Dongwoo; Baek, Changryong - In: Applied economics letters 27 (2020) 12, pp. 1002-1009
Persistent link: https://www.econbiz.de/10012267030
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Re-assessing international stock return predictability : evidence from directional accuracy and excess profitability tests
Siliverstovs, Boriss - In: Applied economics letters 24 (2017) 1/3, pp. 1-3
Persistent link: https://www.econbiz.de/10011703719
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Sentiment's effect on the variance of stock returns
Olson, Eric; Nowak, Adam - In: Applied economics letters 27 (2020) 18, pp. 1469-1473
Persistent link: https://www.econbiz.de/10012315615
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Predictive content of the stock market for output revisited
Bondt, Gabe J. de - In: Applied economics letters 16 (2009) 13/15, pp. 1289-1294
Persistent link: https://www.econbiz.de/10003894129
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Predicting stock price movements : regressions versus economists
Söderlind, Paul - In: Applied economics letters 17 (2010) 7/9, pp. 869-874
Persistent link: https://www.econbiz.de/10003996953
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The role of variance risk premium in predicting excess stock market return : out-of-sample evidences
Chen, Jian; Chen, Liya; Wang, Xiaoke; Zuo, Haomiao - In: Applied economics letters 22 (2015) 16/18, pp. 1382-1388
Persistent link: https://www.econbiz.de/10011380203
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Worldwide equity risk prediction
Ardia, David; Hoogerheide, Lennart F. - In: Applied economics letters 20 (2013) 13/15, pp. 1333-1339
Persistent link: https://www.econbiz.de/10010202894
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Predicting the presidential election cycle in US stock prices : guinea pigs versus the pros
Gärtner, Manfred - In: Applied economics letters 17 (2010) 16/18, pp. 1759-1765
Persistent link: https://www.econbiz.de/10009232147