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Evaluated the success of fractionally integrated-GARCH models on prediction stock market return volatility in Gulf Arab stock markets

Al-Hajieh, Heitham - In: International journal of economics and finance 9 (2017) 7, pp. 200-213

Persistent link: https://www.econbiz.de/10011713877

The return of financial variables in forecasting GDP growth in the G-7

Kuosmanen, Petri; Vataja, Juuso - In: Economic change and restructuring : empirical and … 50 (2017) 3, pp. 259-277

Persistent link: https://www.econbiz.de/10011778412

Modeling of stock indices with HMM-SV models

Nkemnole, E. B.; Wulu, J. T. - In: Theoretical and applied economics : GAER review 24 (2017) 2, pp. 45-60

Persistent link: https://www.econbiz.de/10011795001

International stock return predictability : evidence from new statistical tests

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International review of financial analysis 54 (2017), pp. 97-113

Persistent link: https://www.econbiz.de/10011878164

Forecasting the volatilities of the Nigeria stock market prices

Ibrahim, Sikiru O. - In: CBN journal of applied statistics 8 (2017) 2, pp. 23-45

the Nigeria stock market. The EGARCH model is found to be the most efficient for forecasting volatilities and has the … years. The forecasting performance shows the volatility in the Nigeria stock market to be on the increase for the next four …

Persistent link: https://www.econbiz.de/10011843540

Point and density prediction of intra-day volume using Bayesian linear ACV models : evidence from the Polish stock market

Huptas, Roman - In: Quantitative finance 18 (2018) 5, pp. 749-760

Persistent link: https://www.econbiz.de/10011907915

On equity risk prediction and tail spillovers

Pouliasis, Panos; Kyriakou, Ioannis; Papapostolou, Nikos - In: International journal of finance & economics : IJFE 22 (2017) 4, pp. 379-393

Persistent link: https://www.econbiz.de/10011960379

Predicting the direction of US stock markets using industry returns

Pönkä, Harri - In: Empirical economics : a journal of the Institute for … 52 (2017) 4, pp. 1451-1480

Persistent link: https://www.econbiz.de/10011944988

SENSEX price fluctuation forecasting comparison between global indices and companies making it

Sharma, Aviral; Bhatnagar, Vishal; Bansal, Abhay - In: Journal of global information management : an official … 26 (2018) 3, pp. 90-104

Persistent link: https://www.econbiz.de/10011926114

Oil prices and stock markets : a review of the theory and empirical evidence

Degiannakis, Stavros; Filis, George; Arora, Vipin - In: The energy journal 39 (2018) 5, pp. 85-130

Persistent link: https://www.econbiz.de/10011903865

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