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Predictive power of ARIMA models in forecasting equity returns : a sliding window method

Dong, Huijian; Guo, Xiaomin; Reichgelt, Han; Hu, Ruizhi - In: The journal of asset management 21 (2020) 6, pp. 549-566

Persistent link: https://www.econbiz.de/10012298733

Step-ahead spot price densities using daily synchronously reported prices and wind forecasts

Solibakke, Per Bjarte - In: Journal of forecasting 41 (2022) 1, pp. 17-42

Persistent link: https://www.econbiz.de/10012796266

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

The modeling of earnings per share of Polish companies for the post-financial crisis period using random walk and ARIMA models

Kuryłek, Wojciech - In: Journal of banking and financial economics 19 (2023) 1, pp. 26-43

forecast errors of different univariate time-series models applied for the earnings per share (EPS) data for Polish companies … naive seasonal random walk model, whereas in the US the most adequate models are of a more sophisticated ARIMA type …

Persistent link: https://www.econbiz.de/10014285928

Forecasting the volatilities of the Nigeria stock market prices

Ibrahim, Sikiru O. - In: CBN journal of applied statistics 8 (2017) 2, pp. 23-45

family (ARCH, GARCH, TGARCH, EGARCH and PGARCH) and ARIMA models are used to assess and forecast volatilities in prices on …The objective of this work is to assess and forecast the volatilities of prices on the Nigeria Stock Exchange. The ARCH …

Persistent link: https://www.econbiz.de/10011843540