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A hybrid neural network GARCH approach to forecasting Zimbabwean inflation volatility

Chitambo, Nigel E. N.; Lee, Darren; Mataramvura, Sure - In: African finance journal 23 (2021) 1, pp. 56-73

Persistent link: https://www.econbiz.de/10012654658

Time Series Volatility Forecasting of the Zimbabwean Stock Exchange

Murekachiro, Dennis - 2016

models in the context of Zimbabwe stock market. Two different models were considered in this study. The volatility of the ZSE … a stock market average daily industrial index from Zimbabwe (ZSE index), a country not previously considered in the …

Persistent link: https://www.econbiz.de/10014034798

Asymmetry and long memory in volatility modelling

Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - 2010 - Rev.

Persistent link: https://www.econbiz.de/10008695596

Topics on high-frequency financial econometrics : measuring and forecasting volatility

Christensen, Kim - 2007

Persistent link: https://www.econbiz.de/10003596774

Realized volatility and the influence of market measures on predictability : analysis of Nord Pool forward electricity data

Haugom, Erik; Westgaard, Sjur; Solibakke, Per Bjarte; … - In: Energy economics 33 (2011) 6, pp. 1206-1215

Persistent link: https://www.econbiz.de/10009510923

A new error measure for forecasts of household-level, high resolution electrical energy consumption

Haben, Stephen; Ward, Jonathan; Vukadinović Greetham, … - In: International journal of forecasting 30 (2014) 2, pp. 246-256

Persistent link: https://www.econbiz.de/10010510941

Expected idiosyncratic volatility measures and expected returns

Fink, Jason D.; Fink, Kristin E.; He, Hui - In: Financial management 41 (2012) 3, pp. 519-553

Persistent link: https://www.econbiz.de/10009658322

Asymmetric quantile persistence and predictability : the case of US inflation

Manzan, Sebastiano; Zerom Godefay, Dawit - In: Oxford bulletin of economics and statistics 77 (2015) 2, pp. 297-318

Persistent link: https://www.econbiz.de/10011384016

A multiple indicators model for volatility using intra-daily data

Engle, Robert F.; Gallo, Giampiero M. - In: Journal of econometrics 131 (2006) 1/2, pp. 3-27

Persistent link: https://www.econbiz.de/10003298558

A multiple indicators model for volatility using intra-daily data

Engle, Robert F.; Gallo, Giampiero M. - 2003

Persistent link: https://www.econbiz.de/10001852358

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