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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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Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal; Gil-Alaña, Luis A.; Perez … - In: Applied financial economics 17 (2007) 16/18, pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
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Are Spanish Ibex35 stock future index returns forecasted with non-linear models?
Pérez Rodríguez, Jorge V.; Torra, Salvador; Andrada … - In: Applied financial economics 15 (2005) 14, pp. 963-975
Persistent link: https://www.econbiz.de/10003177465
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Explaining ther persistence of deviations from PPP : a non-linear Harrod-Balassa-Samuelson effect?
Sager, Michael - In: Applied financial economics 16 (2006) 1/2, pp. 41-61
Persistent link: https://www.econbiz.de/10003291782
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Forecasting economic time series with the DyFor genetic program model
Wagner, Neal; Khouja, Moutaz; Michalewicz, Zbigniew; … - In: Applied financial economics 18 (2008) 4/6, pp. 357-378
Persistent link: https://www.econbiz.de/10003739115
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Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models
Akgül, Işıl; Sayyan, Hülya - In: Applied financial economics 18 (2008) 4/6, pp. 463-482
Persistent link: https://www.econbiz.de/10003739179
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Forecasting US housing starts under asymmetric loss
Pierdzioch, Christian; Ruelke, Jan-Christoph; … - In: Applied financial economics 23 (2013) 4/6, pp. 505-513
Persistent link: https://www.econbiz.de/10009718870
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Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.; Xie, Xuan - In: Applied financial economics 24 (2014) 4/6, pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
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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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Volatility forecasting performance of two-scale realized volatility
Garg, S.; Vipul - In: Applied financial economics 24 (2014) 16/18, pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949