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~subject:"Forecasting model"
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Forecasting model
Volume
121
volume
118
Volatility
73
Handelsvolumen der Börse
63
Trading volume
63
Volatilität
52
volatilité
48
volatility
45
Börsenkurs
44
Share price
42
efficience
31
Schätzung
26
Theorie
25
Theory
25
Capital income
24
Estimation
24
Kapitaleinkommen
24
Aktienmarkt
23
Stock market
22
Volatilité
19
Efficience
17
Liquidity
14
Asymmetric information
13
Asymmetrische Information
13
Prognoseverfahren
13
ARCH model
11
ARCH-Modell
11
Anlageverhalten
11
Behavioural finance
11
China
11
Liquidität
11
VOLUME
11
Welt
10
World
10
liquidity
10
mortality
10
Derivat
9
Derivative
9
Forecasting
9
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Undetermined
6
Free
3
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Article
9
Book / Working Paper
2
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Article in journal
9
Aufsatz in Zeitschrift
9
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2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
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English
11
Author
All
Balcilar, Mehmet
1
Bouri, Elie
1
Chen, Yun
1
Clements, Adam
1
Dungore, Parizad Phiroze
1
Gupta, Rangan
1
Huang, Zhuo
1
Hurn, Stan
1
Jena, Sangram Keshari
1
Kambouroudis, Dimos S.
1
Kotyan, Avinash
1
Le, Van
1
Li, Jia
1
Mallikarjunappa, T.
1
McMillan, David G.
1
Mitra, Amarnath
1
Neely, Christopher J.
1
Panagiotou, Dimitrios
1
Rapach, David E.
1
Roubaud, David
1
Shen, Yan
1
Szűcs, Balázs Árpád
1
Tiwari, Aviral Kumar
1
Tseriki, Alkistis
1
Tu, Jun
1
Volkov, V. V.
1
Wang, Jingyi
1
Zhou, Guofu
1
Zurbruegg, Ralf
1
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Applied economics
1
Applied economics letters
1
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
ERID working paper
1
Economic modelling
1
Economies : open access journal
1
Finance research letters
1
IIMB management review
1
International review of financial analysis
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
11
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1
Does VIX or
volume
improve GARCH volatility forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
Saved in:
2
Put-Call Ratio
volume
vs. open interest in predicting market return : a frequency domain rolling causality analysis
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Mitra, Amarnath
- In:
Economies : open access journal
7
(
2019
)
1/24
,
pp. 1-10
volume
and open interest, in predicting market return at different time scale.
Volume
PCR was found to be an efficient …
Persistent link: https://www.econbiz.de/10012020492
Saved in:
3
Measuring China's stock market sentiment
Li, Jia
;
Chen, Yun
;
Shen, Yan
;
Wang, Jingyi
;
Huang, Zhuo
-
2019
volatility. Finally, we show that trading
volume
will be higher when textual sentiment is unusually high or low and when there …
Persistent link: https://www.econbiz.de/10012125620
Saved in:
4
Forecasting option smile dynamics
Le, Van
;
Zurbruegg, Ralf
- In:
International review of financial analysis
35
(
2014
),
pp. 32-45
Persistent link: https://www.econbiz.de/10010529632
Saved in:
5
Can
volume
predict Bitcoin returns and volatility? : a quantiles-based approach
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Roubaud, David
- In:
Economic modelling
64
(
2017
),
pp. 74-81
Persistent link: https://www.econbiz.de/10011756479
Saved in:
6
Forecasting intraday
volume
: comparison of two early models
Szűcs, Balázs Árpád
- In:
Finance research letters
21
(
2017
),
pp. 249-258
Persistent link: https://www.econbiz.de/10011807797
Saved in:
7
Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
7
,
pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
Saved in:
8
Testing the informativeness of non-price variables with MIDAS touch
Kotyan, Avinash
;
Mallikarjunappa, T.
- In:
IIMB management review
32
(
2020
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10012489685
Saved in:
9
A simple linear alternative to multiplicative error models with an application to trading
volume
Clements, Adam
;
Hurn, Stan
;
Volkov, V. V.
-
2021
Persistent link: https://www.econbiz.de/10013254069
Saved in:
10
Analysis of investors' prediction potential using Holt Winters model and artificial neural networks
Dungore, Parizad Phiroze
- In:
Applied economics letters
29
(
2022
)
21
,
pp. 2032-2039
Persistent link: https://www.econbiz.de/10013552916
Saved in:
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