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High-frequency data and stock-bond investing
Lai, Yu-Sheng - In: Journal of forecasting 41 (2022) 8, pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
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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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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
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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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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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A Bayesian threshold nonlinearity test for financial time series
So, Mike Ka-pui; Chen, Cathy W. S.; Chen, Ming-tien - In: Journal of forecasting 24 (2005) 1, pp. 61-75
Persistent link: https://www.econbiz.de/10002569984
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Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
Shang, Han Lin; Ji, Kaiying - In: Journal of forecasting 42 (2023) 8, pp. 1973-1988
Persistent link: https://www.econbiz.de/10014432826
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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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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