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Linear and threshold forecasts of output and inflation using stock and housing prices
Tkacz, Greg; Wilkins, Carolyn - In: Journal of forecasting 27 (2008) 2, pp. 131-151
Persistent link: https://www.econbiz.de/10003738578
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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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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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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
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Cross-section stock return and implied covariance between jump and diffusive volatility
Ze-To, Samuel Yau Man - In: Journal of forecasting 34 (2015) 5, pp. 379-390
Persistent link: https://www.econbiz.de/10011318319
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Forecasting stock market volatility in central and eastern European countries
Harrison, Barry; Moore, Winston - In: Journal of forecasting 31 (2012) 6, pp. 490-503
Persistent link: https://www.econbiz.de/10009661524