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Improving the accuracy: volatility modeling and forecasting using high-frequency data and the variational component
Kumar, Manish - In: Journal of industrial engineering and management : JIEM 3 (2010) 1, pp. 199-220
In this study, we predict the daily volatility of the S&P CNX NIFTY market index of India using the basic "heterogeneous autoregressive" (HAR) and its variant. In doing so, we estimated several HAR and Log form of HAR models using different regressor. The different regressors were obtained by...
Persistent link: https://www.econbiz.de/10011899155
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A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies
Beniwal, Mohit; Archana Singh; Kumar, Nand - In: International journal of applied management science : IJAMS 15 (2023) 4, pp. 352-371
Persistent link: https://www.econbiz.de/10014391724
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Forecasting crime data : an econometric analysis
Fox, James Alan - 1978
Persistent link: https://www.econbiz.de/10000001796
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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994
Persistent link: https://www.econbiz.de/10000884768
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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892226
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Financial markets and the theory of chaos
Gilmore, Claire Gilbert - 1992
Persistent link: https://www.econbiz.de/10000896128
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An investigation of nonlinearities and chaos in exchange-rates
Ellis, Jennifer Mary - 1992
Persistent link: https://www.econbiz.de/10000896131
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Evidence on structural instability in macroeconomic time series relations
Stock, James H.; Watson, Mark W. - 1994
Persistent link: https://www.econbiz.de/10000896424
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The impact of empirical accuracy studies on time series analysis and forecasting
Fildes, Robert; Makridakis, Spyros G. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000861891
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Comparing predictive accuracy I : an asymptotic test
Diebold, Francis X.; Mariano, Roberto S. - 1991
Persistent link: https://www.econbiz.de/10000824177