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Forecasting realized volatility : HAR against Principal Components Combining, neural networks and GARCH
Vortelinos, Dimitrios I. - In: Research in international business and finance 39 (2017), pp. 824-839
Persistent link: https://www.econbiz.de/10011912382
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Application of machine learning in algorithmic investment strategies on global stock markets
Grudniewicz, Jan; Ślepaczuk, Robert - In: Research in international business and finance 66 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014463386
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Forecasting financial time-series using data mining models : A simulation study
Bou-Hamad, Imad; Jamali, Ibrahim - In: Research in international business and finance 51 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012205510
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A hybrid approach for forecasting bitcoin series
Mtiraoui, Amine; Boubaker, Heni; BelKacem, Lotfi - In: Research in international business and finance 66 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014463373
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Information transmission across stock indices and stock index futures : international evidence using wavelet framework
Aloui, Chaker; Hkiri, Besma; Lau, Chi Keung; Yarovaya, … - In: Research in international business and finance 44 (2018), pp. 411-421
Persistent link: https://www.econbiz.de/10011983072
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The forecasting ability of solar and space weather data on NASDAQ’s finance sector price index volatility
Daglis, Theodoros; Konstantakis, Konstantinos N.; … - In: Research in international business and finance 52 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012548277
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Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi; Wang, Yudong; Zeng, Qing; Zhang, Yaojie - In: Research in international business and finance 65 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
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Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros; Floros, Christos - In: Research in international business and finance 28 (2013), pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
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The one-trading-day-ahead forecast errors of intra-day realized volatility
Degiannakis, Stavros - In: Research in international business and finance 42 (2017), pp. 1298-1314
Persistent link: https://www.econbiz.de/10011761003
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The signal and the noise volatilities
Chaker, Selma - In: Research in international business and finance 50 (2019), pp. 79-105
Persistent link: https://www.econbiz.de/10012177017