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Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
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Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie; Hou, Chenghan; Trinh, Kelly - In: Economic modelling 104 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
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Forecasting UK stock prices
Jung, Chulho - In: Applied financial economics 6 (1996) 3, pp. 279-286
Persistent link: https://www.econbiz.de/10001202670
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Forecasting natural gas prices using highly flexible time-varying parameter models
Gao, Shen; Hou, Chenghan; Bao Hoang Nguyen - In: Economic modelling 105 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013367152
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Asymmetries in the revenue-expenditure nexus : a tale of three countries
Paleologou, Suzanna-Maria - In: Economic modelling 30 (2013), pp. 52-60
Persistent link: https://www.econbiz.de/10009702266
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Volatility forecasting using high frequency data : evidence from stock markets
Çelik, Sibel; Ergin, Hüseyin - In: Economic modelling 36 (2014), pp. 176-190
Persistent link: https://www.econbiz.de/10010412371
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Forecasting stock volatility using after-hour information : evidence from the Australian Stock Exchange
Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: Economic modelling 52 (2016), pp. 592-608
Persistent link: https://www.econbiz.de/10011642932
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Does the vector error correction model perform better than others in forecasting stock price? : an application of residual income valuation theory
Kuo, Chen-Yin - In: Economic modelling 52 (2016), pp. 772-789
Persistent link: https://www.econbiz.de/10011643043
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High-dimensional covariance forecasting based on principal component analysis of high-frequency data
Jian, Zhihong; Deng, Pingjun; Zhu, Zhican - In: Economic modelling 75 (2018), pp. 422-431
Persistent link: https://www.econbiz.de/10012101548
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Forecasting stock market volatility : the role of technical variables
Liu, Li; Pan, Zhiyuan - In: Economic modelling 84 (2020), pp. 55-65
Persistent link: https://www.econbiz.de/10012210290