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Forecasting GDP growth with financial market data in Finland : revisiting stylized facts in a small open economy during the financial crisis

Kuosmanen, Petri; Vataja, Juuso - In: Review of financial economics : RFE 23 (2014) 2, pp. 90-97

Persistent link: https://www.econbiz.de/10010442588

Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022

Persistent link: https://www.econbiz.de/10013166706

Impacts of asymmetry on forecasting realized volatility in Japanese stock markets

Maki, Daiki; Ota, Yasushi - In: Economic modelling 101 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012796559

Forecasting global equity market volatilities

Zhang, Yaojie; Ma, Feng; Liao, Yin - In: International journal of forecasting 36 (2020) 4, pp. 1454-1475

Persistent link: https://www.econbiz.de/10012546804

Modeling and forecasting Saudi stock market volatility using wavelet methods

Tariq S. Alshammari; Mohd Tahir Ismail; Sadam Al-Wadi; … - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 11, pp. 83-93

Persistent link: https://www.econbiz.de/10012671642

Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence

Wang, Jiqian; Huang, Yisu; Ma, Feng; Chevallier, Julien - In: Energy economics 91 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012518664

Forecasting stock market dynamics using bidirectional long short-term memory

Park, Daehyeon; Ryu, Doojin - In: Romanian journal of economic forecasting 24 (2021) 2, pp. 22-34

Persistent link: https://www.econbiz.de/10012587123

Stock market bubbles and the forecastability of gold returns (and volatility)

Gabauer, David; Gupta, Rangan; Karmakar, Sayar; … - 2022

Persistent link: https://www.econbiz.de/10013253753

Policy uncertainty and stock market volatility revisited : the predictive role of signal quality

Salisu, Afees A.; Demirer, Rıza; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013270178

Modeling and forecasting the volatility of NIFTY 50 using GARCH and RNN models

Mahajan, Vanshu; Thakan, Sunil; Malik, Aashish - In: Economies : open access journal 10 (2022) 5, pp. 1-20

, several scholars have lately been interested in forecasting stock market volatility. This study analyzed India VIX (NIFTY 50 … volatility index) to identify the behavior of the Indian stock market in terms of volatility and then evaluated the forecasting … such as EGARCH (1, 1) and TARCH (1, 1) showed slightly better forecasting accuracy than symmetric GARCH models like GARCH …

Persistent link: https://www.econbiz.de/10013199403