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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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Forecasting performance of nonlinear models for intraday stock returns
Matías, José M.; Reboredo, Juan Carlos - In: Journal of forecasting 31 (2012) 2, pp. 172-188
Persistent link: https://www.econbiz.de/10009503688
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A tug of war of forecasting the US stock market volatility : oil futures overnight versus intraday information
Ma, Feng; Wahab, M. I. M.; Chevallier, Julien; Li, Ziyang - In: Journal of forecasting 42 (2023) 1, pp. 60-75
Persistent link: https://www.econbiz.de/10013465762
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Prediction of α‐stable GARCH and ARMA‐GARCH‐M models
Mohammadi, Mohammad - In: Journal of forecasting 36 (2017) 7, pp. 859-866
Persistent link: https://www.econbiz.de/10011860776
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Estimating private information usage amongst analysts : evidence from UK earnings forecasts
Mira, Svetlana; Taylor, Nicholas - In: Journal of forecasting 30 (2011) 8, pp. 679-705
Persistent link: https://www.econbiz.de/10009423367
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Business cycle forecasts and their implications for high frequency stock market returns
Entorf, Horst; Groß, Anne; Steienr, Christian - In: Journal of forecasting 31 (2012) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10009503699
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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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How predictable are equity covariance matrices? : evidence from high-frequency data for four markets
Buckle, Michael J.; Chen, Jing; Williams, Julian - In: Journal of forecasting 33 (2014) 7, pp. 542-557
Persistent link: https://www.econbiz.de/10011282861
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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