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Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Doblas, Mark P.; Natarajan, Vinodh Kesavaraj; Sankar, … - In: Middle East journal of management : MEJM 10 (2023) 6, pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
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Forecasting the Sensex and Nifty indices using ARIMA and GARCH models
Tejesh H. R.; Jeelan Basha V. - In: Mudra : journal of finance and accounting 10 (2023) 1, pp. 57-75
Persistent link: https://www.econbiz.de/10014372845
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Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid; Hammoudeh, Shawkat; Yoon, Seong-min - In: International review of economics & finance : IREF 30 (2014), pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
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Balance sheet approach to forecasting currency in circulation
Glova, Adrian Matthew G.; Hernandez, Roy R. - 2022
Persistent link: https://www.econbiz.de/10014318687
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Modeling and forecasting the volatility of Eastern European emerging markets
Kang, Sang Hoon; Yoon, Seong-min - In: Dae oe gyeong je yeon gu 13 (2009) 1, pp. 113-134
Persistent link: https://www.econbiz.de/10003866500
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Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
Louzis, Dimitrios P.; Xanthopoulos-Sisinis, Spyros; … - In: Applied economics 44 (2012) 25/27, pp. 3533-3550
Persistent link: https://www.econbiz.de/10009619742
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Forecasting Croatian stock market index: Crobex
Ivanovic, Zoran; Bogdan, Sinisa; Baresa, Suzana - In: UTMS journal of economics / University of Tourism and … 4 (2013) 2, pp. 79-91
Forecasting stock returns is considered one of the hardest tasks for every potential investor. This paper attempts to predict the movement of Croatian stock market index Crobex on Zagreb Stock Exchange. Main aim of this paper was to empirically examine the best univariate Autoregressive...
Persistent link: https://www.econbiz.de/10009785877
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Predicting next trading day closing price of Qatar exchange index using technical indicators and artificial neural networks
Fadlalla, Adam; Amani, Farzaneh - In: Intelligent systems in accounting finance and … 21 (2014) 4, pp. 209-223
Persistent link: https://www.econbiz.de/10010489782
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Technical analysis testing in forecasting Socially Responsible Investment Index in Indonesia Stock Exchange
Pulungan, Dolly Parlagutan; Wahyudi, Sugeng; Suharnomo; … - In: Investment management and financial innovations 15 (2018) 4, pp. 135-143
Persistent link: https://www.econbiz.de/10012055662
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Forecasts for international financial series with VMD algorithms
Guo, Wei; Liu, Qingfu; Luo, Zhidan; Tse, Yiuman - In: Journal of Asian economics 80 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013431356