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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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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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Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel; Hautsch, Nikolaus - In: Journal of forecasting 32 (2013) 8, pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
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A neuro-walvet model for the short-term forecasting of high-frequency time series of stock returns
Ortega, Luis F.; Khashanah, Khaldoun - In: Journal of forecasting 33 (2014) 2, pp. 134-146
Persistent link: https://www.econbiz.de/10010424852
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Special issue on non-linear forecasting of financial time series
Mills, Terence C. (contributor) - In: Journal of forecasting 15 (1996) 3, pp. 127-270
Persistent link: https://www.econbiz.de/10001198528
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Validation of volatility models
Magdon-Ismail, Malik; Abu-Mostafa, Yaser S. - In: Journal of forecasting 17 (1998) 5/6, pp. 349-368
Persistent link: https://www.econbiz.de/10001363172
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Time series multistep-ahead predictability estimation and ranking
Hong, X.; Billings, S. A. - In: Journal of forecasting 18 (1999) 2, pp. 139-149
Persistent link: https://www.econbiz.de/10001368237
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Step-ahead spot price densities using daily synchronously reported prices and wind forecasts
Solibakke, Per Bjarte - In: Journal of forecasting 41 (2022) 1, pp. 17-42
Persistent link: https://www.econbiz.de/10012796266
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Factor models of stock returns : GARCH errors versus time-varying betas
Koundouri, Phoebe; Kourogenis, Nikolaos; Pittis, Nikitas; … - In: Journal of forecasting 35 (2016) 5, pp. 445-461
Persistent link: https://www.econbiz.de/10011580985
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The role of momentum, sentiment, and economic fundamentals in forecasting bear stock market
Chen, Yi-ting; Vincent, Kendro - In: Journal of forecasting 35 (2016) 6, pp. 504-527
Persistent link: https://www.econbiz.de/10011594746