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Improving the CARR model using extreme range estimators
Miralles Marcelo, José Luis; Miralles-Quirós, José Luis - In: Applied financial economics 23 (2013) 19/21, pp. 1635-1647
Persistent link: https://www.econbiz.de/10010259753
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Equity style timing using support vector regressions
Nalbantov, Georgi; Bauer, Rob; Sprinkhuizen-Kuyper, Ida - In: Applied financial economics 16 (2006) 15, pp. 1095-1111
Persistent link: https://www.econbiz.de/10003385568
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The predictive power of quarterly earnings per share based on time series and artificial intelligence model
Lai, Syouching; Li, Hungchih - In: Applied financial economics 16 (2006) 18, pp. 1375-1388
Persistent link: https://www.econbiz.de/10003397231
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Evaluating density forecasts of the model with a conditional skewed-t distribution for China's stock markets
Li, Xiaoming; Xu, Qing - In: Applied financial economics 18 (2008) 1/3, pp. 213-227
Persistent link: https://www.econbiz.de/10003739043
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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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Sampling properties of criteria for evaluating GARCH volatility forecasts
Ulu, Yasemin - In: Applied financial economics 17 (2007) 7/9, pp. 671-681
Persistent link: https://www.econbiz.de/10003491214
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Forecasting the term structure of interest rates for Turkey : a factor analysis approach
Alper, C. Emre; Kazimov, K.; Akdemir, A. - In: Applied financial economics 17 (2007) 1/3, pp. 77-85
Persistent link: https://www.econbiz.de/10003427011
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Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models
Degiannakis, Stavros; Xekalaki, Evdokia - In: Applied financial economics 17 (2007) 1/3, pp. 149-171
Persistent link: https://www.econbiz.de/10003427036
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Forecasting volatility in the financial markets : a comparison of alternative distributional assumptions
Chuang, I.-yuan; Lu, Jin-ray; Lee, Pei-hsuan - In: Applied financial economics 17 (2007) 13/15, pp. 1051-1060
Persistent link: https://www.econbiz.de/10003590371
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Forecasting accuracy of stochastic volatility, GARCH and EWMA models under different volatility scenarios
Ding, Jie; Meade, Nigel - In: Applied financial economics 20 (2010) 10/12, pp. 771-783
Persistent link: https://www.econbiz.de/10009009838