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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

Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk

Granger, C. W. J.; Sin, Chor-yiu - 1999

Persistent link: https://www.econbiz.de/10001395202

Measuring China's stock market sentiment

Li, Jia; Chen, Yun; Shen, Yan; Wang, Jingyi; Huang, Zhuo - 2019

This paper develops textual sentiment measures for China's stock market by extracting the textual tone of 60 million messages posted on a major online investor forum in China from 2008 to 2018. We conduct sentiment extraction by using both conventional dictionary methods based on customized word...

Persistent link: https://www.econbiz.de/10012125620

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

Measuring nonlinear Granger causality in mean

Song, Xiaojun; Taamouti, Abderrahim - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 321-333

Persistent link: https://www.econbiz.de/10011895015

Measurement, assesment, and forecast of integrated variance

Mirone, Giorgio - 2018

Persistent link: https://www.econbiz.de/10011947775

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

Measuring and forecasting yield volatility

Fabozzi, Frank J.; Lee, Wai - In: Interest rate, term structure, and valuation modeling, (pp. 187-212). 2002

Persistent link: https://www.econbiz.de/10001734175

Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk

Granger, C. W. J.; Sin, Chor-yiu - In: Journal of forecasting 19 (2000) 4, pp. 277-298

Persistent link: https://www.econbiz.de/10001504616

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