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The profitability of daily stock market indices trades based on neural network predictions : a case study for the S&P 500, the DAX, the TOPIX and the FTSE in the period 1965 - 1999
Jasic, Teo; Wood, Douglas - In: Applied financial economics 14 (2004) 4, pp. 285-297
Persistent link: https://www.econbiz.de/10001939303
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Uncertainty and overconfidence in time series forecasts : application to the Standard & Poor's 500 Stock Index
Gordon, Danielle A. - In: Applied financial economics 6 (1996) 3, pp. 189-198
Persistent link: https://www.econbiz.de/10001202674
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Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben; Ajmi, Ahdi Noomen; Gupta, Rangan - In: Applied financial economics 24 (2014) 13/15, pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
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Augmented ARCH models for financial time series : stability conditions and empirical evidence
Kunst, Robert M. - In: Applied financial economics 7 (1997) 6, pp. 575-586
Persistent link: https://www.econbiz.de/10001240823
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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 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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Realized volatility forecasting : empirical evidence from stock market indices and exchange rates
Xiao, Linlan - In: Applied financial economics 23 (2013) 1/3, pp. 57-69
Persistent link: https://www.econbiz.de/10009719037
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Forecasing index volatility : sampling interval and non-trading effects
Walsh, David M.; Tsou, Glenn Yu-Gen - In: Applied financial economics 8 (1998) 5, pp. 477-485
Persistent link: https://www.econbiz.de/10001363726
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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 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