Narrow search
Showing 1 - 10 of 5,469
Cover Image
Comparison of GARCH and ANN model for forecasting volatility : Evidence based on Indian stock markets
Shaik, Muneer; Sejpal, Aditya - In: The journal of prediction markets 14 (2020) 2, pp. 103-121
Persistent link: https://www.econbiz.de/10012667736
Cover Image
Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244
Persistent link: https://www.econbiz.de/10014326299
Cover Image
Utilizing financial market information in forecasting real growth, inflation and real exchange rate
Junttila, Juha; Korhonen, Marko - In: International review of economics & finance : IREF 20 (2011) 2, pp. 281-301
Persistent link: https://www.econbiz.de/10009304125
Cover Image
Non-linear predictability of stock market returns : comparative evidence from Japan and the US
Humpe, Andreas; Macmillan, Peter - In: Investment management and financial innovations 11 (2014) 4, pp. 36-48
Persistent link: https://www.econbiz.de/10010514142
Cover Image
The granularity of the stock market : forecasting aggregate returns using firm-level data
Schiaffi, Stefano - In: Rivista di politica economica 102 (2013) 10/12, pp. 141-169
Persistent link: https://www.econbiz.de/10010245548
Cover Image
Predicting bid-ask spreads using long-memory autoregressive conditional poisson models
Groß-Klußmann, Axel; Hautsch, Nikolaus - In: Journal of forecasting 32 (2013) 8, pp. 724-742
Persistent link: https://www.econbiz.de/10010344462
Cover Image
Stock market volatility: Identifying major drivers and the nature of their impact
Mittnik, Stefan; Robinzonov, Nikolay; Spindler, Martin - In: Journal of banking & finance 58 (2015), pp. 1-14
Persistent link: https://www.econbiz.de/10011543844
Cover Image
Box-Jenkins modeling of Greek stock prices data
Dritsaki, Chaido - In: International journal of economics and financial issues … 5 (2015) 3, pp. 740-747
Persistent link: https://www.econbiz.de/10011454204
Cover Image
Time-varying industry beta in Indian stock market and forecasting errors
Das, Sudipta; Barai, Parama - In: International journal of emerging markets 10 (2015) 3, pp. 521-534
Persistent link: https://www.econbiz.de/10011489295
Cover Image
Testing volatility in Nigeria stock market using GARCH models
Atoi, Ngozi V. - In: CBN journal of applied statistics 5 (2014) 2, pp. 65-93
forecasting volatility model with the most appropriate error distribution. The results suggest the presence of leverage effect … forecasting model that could guarantee a sound policy decisions. …
Persistent link: https://www.econbiz.de/10011489480