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Stock market simulation using support vector machines
Rosillo, Rafael; Giner, Javier; Fuente, David de la - In: Journal of forecasting 33 (2014) 6, pp. 488-500
Persistent link: https://www.econbiz.de/10010426237
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Forecasting stock return volatility : realized volatility-type or duration-based estimators
Fei, Tianlun; Liu, Xiaoquan; Wen, Conghua - In: Journal of forecasting 42 (2023) 7, pp. 1594-1621
Persistent link: https://www.econbiz.de/10014432725
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Long-run and cyclical dynamics in the US stock market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of forecasting 33 (2014) 2, pp. 147-161
Persistent link: https://www.econbiz.de/10010424845
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Stock market as a nowcasting indicator for real investment
Degiannakis, Stavros - In: Journal of forecasting 41 (2022) 5, pp. 911-919
Persistent link: https://www.econbiz.de/10013287883
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Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo; Demirer, Rıza; Suleman, Muhammad Tahir; … - In: Journal of forecasting 42 (2023) 6, pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
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Risk factor beta conditional value-at-risk
Semenov, Andrei - In: Journal of forecasting 28 (2009) 6, pp. 549-558
Persistent link: https://www.econbiz.de/10003887011
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A simultaneous test of unit root and level change
Jun, Duk Bin; Park, Dae-keun - In: Journal of forecasting 29 (2010) 3, pp. 301-312
Persistent link: https://www.econbiz.de/10003962571
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Predictability of equity models
Chicaroli, Rodrigo; Pereira, Pedro L. Valls - In: Journal of forecasting 34 (2015) 6, pp. 427-440
Persistent link: https://www.econbiz.de/10011342711
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Asymoptic normal and bootstrap inference in structural VAR analysis
Fachin, Stefano - In: Journal of forecasting 15 (1996) 4, pp. 329-341
Persistent link: https://www.econbiz.de/10001205180
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Consistent forecast intervals when the forecast-period exogenous variables are stochastic
McCullough, Bruce D. - In: Journal of forecasting 15 (1996) 4, pp. 293-304
Persistent link: https://www.econbiz.de/10001205182