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Gupta, Rangan
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Ma, Feng
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Campbell, John Y.
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Timmermann, Allan
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Veronesi, Pietro
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Chiarella, Carl
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Kansantaloustieteen Laitos <Tampere>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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NBER working paper series
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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Pacific-Basin finance journal
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Applied economics letters
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Applied financial economics
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Journal of econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Quantitative finance
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Journal of accounting & economics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The American economic review
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Discussion paper / Tinbergen Institute
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Research in international business and finance
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Journal of risk and financial management : JRFM
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The journal of futures markets
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International journal of forecasting
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
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OLC EcoSci
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1
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
Saved in:
2
A hybrid model for forecasting realized volatility based on heterogeneous autoregressive model and support vector regression
Zhuo, Yue
;
Morimoto, Takayuki
- In:
Risks : open access journal
12
(
2024
)
1
,
pp. 1-16
vector regression (SVR) model to
forecast
realized volatility (RV). The first model is a residual-type model, where the RV is …
Persistent link: https://www.econbiz.de/10014480965
Saved in:
3
Development of stock market trend prediction system using multiple regression
Asghar, Muhammad Zubair
;
Rahman, Fazal
;
Kundi, Fazal Masud
- In:
Computational and mathematical organization theory
25
(
2019
)
3
,
pp. 271-301
Persistent link: https://www.econbiz.de/10012098937
Saved in:
4
Is imperfection better? : evidence from predicting stock and bond returns
Lučivjanská, Katarína
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 244-270
Persistent link: https://www.econbiz.de/10011987766
Saved in:
5
Valuation ratios and stock return predictability in South Africa : is it there?
Gupta, Rangan
;
Modise, Mampho P.
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
)
1
,
pp. 70-82
Persistent link: https://www.econbiz.de/10009620175
Saved in:
6
Predicting returns and dividend growth : the role of non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
-
2021
Persistent link: https://www.econbiz.de/10012605024
Saved in:
7
Cross-sectional expected returns and predictability in the Korean stock market
Kim, Toyoung
;
Kim, Tong Suk
;
Park, Yuen Jung
- In:
Emerging markets, finance and trade : EMFT
56
(
2020
)
15
,
pp. 3763-3784
Persistent link: https://www.econbiz.de/10012423689
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8
Predicting returns for growth and value stocks : a
forecast
assessment approach using global asset pricing models
Rana, Shailesh
;
Bommer, William H.
;
Phillips, G. Michael
- In:
International journal of economics and financial issues …
10
(
2020
)
4
,
pp. 88-106
Persistent link: https://www.econbiz.de/10012300419
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9
Predictability in equity markets : estimation and inference
Kiss, Tamás
-
2019
Persistent link: https://www.econbiz.de/10012292152
Saved in:
10
Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng
;
Wang, Yudong
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
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