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Financial forecasting for business and economics

Bomhoff, Eduard Jan - 1994

Persistent link: https://www.econbiz.de/10013474618

Stock market illiquidity's predictive role over economic growth : the Australian evidence

Rai, Alan - In: Review of Pacific Basin financial markets and policies 18 (2015) 2, pp. 1-30

Persistent link: https://www.econbiz.de/10011300963

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

Forecasting in the presence of instabilities : how we know whether models predict well and how to improve them

Rossi, Barbara - In: Journal of economic literature 59 (2021) 4, pp. 1135-1190

Persistent link: https://www.econbiz.de/10012704749

Forecasting the equity risk premium in the Korean stock market : a factor analysis approach

Chun, Sungju - In: Global business and finance review 26 (2021) 4, pp. 77-89

Purpose: This article investigates stock return predictability in the Korean stock market using the methodology of dynamic factor analysis. Design/methodology/approach: This article collects monthly data on the equity risk premium on the KOSPI and twelve financial and macroeconomic variables...

Persistent link: https://www.econbiz.de/10013197293

Wavelet Approach to Chaotic Forecasting of Stock Movement

Watada, Junzo - 2010

restructuring an attractor of given time-series data in a multi-dimensional space through Takens' embedding theory. However, many … economical data on the basis of chaotic theory. In this paper, time-series data are divided into wave components using wavelet …

Persistent link: https://www.econbiz.de/10013149061