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Forecasting of the German stock market prices with a modified Box-Jenkins-Model and a multiple regression model

Hansmann, Karl-Werner - Institut für Industriebetriebsforschung <Hamburg> - 1983

Persistent link: https://www.econbiz.de/10000714931

Effects of multiple financial news shocks on tourism demand volatility modelling and forecasting

Zhang, Yuruixian; Choo, Wei Chong; Yuhanis Abdul Aziz; … - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-47

economics and financial markets, the effects of combining multiple news shocks on the volatility of tourism demand have not yet … GJRGARCH-FFNSs model is the best model for Malaysian tourism demand volatility forecasting accuracy. Furthermore, KLCI and Gold … asymmetry impacts on tourism demand volatility. …

Persistent link: https://www.econbiz.de/10013369139

Multifractal models, intertrade durations and return volatility

Segnon, Mawuli - 2015

Persistent link: https://www.econbiz.de/10011299266

Linear predictability vs. bull and bear market models in strategic asset allocation decisions : evidence from UK data

Guidolin, Massimo; Hyde, Stuart - 2012

Most papers in the portfolio choice literature have examined linear predictability frameworks based on the idea that simple but flexible Vector Autoregressive (VAR) models can be expanded to produce portfolio allocations that hedge against the bull and bear dynamics typical of financial markets...

Persistent link: https://www.econbiz.de/10009658243

Do stock prices contain predictive power for the future economic activity? : a Granger causality analysis in the frequency domain

Croux, Christophe; Reusens, Peter - In: Journal of macroeconomics 35 (2013), pp. 93-103

Persistent link: https://www.econbiz.de/10009723986

Tehran stock price modeling and forecasting using support vector regression (SVR) and its comparison with the classic model ARIMA

Hajibabaei, Saeed; Hajibabaei, Nematollah; Hosseini, … - In: Iranian economic review : journal of University of Tehran 18 (2014) 2, pp. 105-130

Persistent link: https://www.econbiz.de/10011455426

Fourier analysis for stock price forecasting : assumption and evidence

Stádník, Bohumil; Raudeliūnienė, Jurgita; … - In: Journal of business economics and management 17 (2016) 3, pp. 365-380

Persistent link: https://www.econbiz.de/10011517950

Stock return forecasting : aome new evidence

Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: International review of financial analysis 40 (2015), pp. 38-51

Persistent link: https://www.econbiz.de/10011475601

Predictive ability of three different estimates of "cay" to excess stock returns : a comparative study for South Africa and USA

Emara, Noha - In: European research studies : an international … 17 (2014) 1, pp. 3-17

Persistent link: https://www.econbiz.de/10011383243

Forecasting the density of asset returns

Ñíguez, Trino-Manuel; Perote, Javier - 2004

Persistent link: https://www.econbiz.de/10002458714

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