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Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen; Härdle, Wolfgang; Jeong, Kiho - In: Journal of forecasting 29 (2010) 4, pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
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International equity flows and the predictability of US stock returns
Hartmann, Daniel; Pierdzioch, Christian - In: Journal of forecasting 26 (2007) 8, pp. 583-599
Persistent link: https://www.econbiz.de/10003608154
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Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il; Choi, Pilsun; Nam, Kiseok; Vahid, Farshid - In: Pacific-Basin finance journal 20 (2012) 2, pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
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Forecasting stock returns : do commodity prices help?
Black, Angela J.; Klinkowska, Olga; McMillan, David G.; … - In: Journal of forecasting 33 (2014) 8, pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
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Forecasting daily variations of stock index returns with a multifractal model of realized volatility
Lux, Thomas; Morales-Arias, Leonardo; Sattarhoff, Cristina - In: Journal of forecasting 33 (2014) 7, pp. 532-541
Persistent link: https://www.econbiz.de/10011282864
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Predicting the distribution of stock returns : model formulation, statistical evaluation, VaR analysis and economic significance
Massacci, Daniele - In: Journal of forecasting 34 (2015) 3, pp. 191-208
Persistent link: https://www.econbiz.de/10011305266
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Short selling by individual investors : destabilizing or price discovering?
Jung, Chan Shik; Kim, Woojin; Lee, Dong Wook - In: Pacific-Basin finance journal 21 (2013) 1, pp. 1232-1248
Persistent link: https://www.econbiz.de/10009693384
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Predicting dividends in log-linear present value models
Ang, Andrew - In: Pacific-Basin finance journal 20 (2012) 1, pp. 151-171
Persistent link: https://www.econbiz.de/10009629165
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The importance of the macroeconomic variables in forecasting stock return variance : a GARCH-MIDAS approach
Asgharian, Hossein; Hou, Ai Jun; Javed, Farrukh - In: Journal of forecasting 32 (2013) 7, pp. 600-612
Persistent link: https://www.econbiz.de/10010202170
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Heterogeneous asymmetric dynamic conditional correlation model with stock return and range
Asai, Manabu - In: Journal of forecasting 32 (2013) 5, pp. 469-480
Persistent link: https://www.econbiz.de/10009788806