Similar Search Results - EconBiz

Financial volatility forecasting by nonlinear support vector machine heterogeneous autoregressive model : evidence from Nikkei 225 Stock Index

Khan, Md. Ashraful Islam - In: International journal of economics and finance 3 (2011) 4, pp. 138-150

Persistent link: https://www.econbiz.de/10009311494

The role of index jumps and cojumps in forecasting stock index volatility : evidence from the Dow Jones index

Clements, Adam; Liao, Yin - 2014

Persistent link: https://www.econbiz.de/10011343882

A Fear Index to Predict Oil Futures Returns

Chevallier, Julien - 2016

This paper evaluates the predictability of WTI light sweet crude oil futures by using the variance risk premium, i.e. the difference between model-free measures of implied and realized volatilities. Additional regressors known for their ability to explain crude oil futures prices are also...

Persistent link: https://www.econbiz.de/10013007386

Forecasting high-yield equity and CDS index returns : does observed cross-market informational flow have predictive power?

Procasky, William J.; Yin, Anwen - In: The journal of futures markets 42 (2022) 8, pp. 1466-1490

Persistent link: https://www.econbiz.de/10013287989

Can an energy futures index predict US stock market index movements?

Gurrib, Ikhlaas - In: International Journal of Energy Economics and Policy : IJEEP 8 (2018) 5, pp. 230-240

Persistent link: https://www.econbiz.de/10011951858

Intraday return forecasts and high-frequency trading of stock index futures : a hybrid wavelet-deep learning approach

Liang, Dawei; Xu, Yue; Hu, Yan; Du, Qianqian - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 7, pp. 2118-2128

Persistent link: https://www.econbiz.de/10014290403

Macroeconomic news surprises, volume and volatility relationship in index futures market

Banerjee, Ameet Kumar; Pradhan, H. K.; Tripathy, Trilochan - In: Applied economics 52 (2020) 3, pp. 275-287

Persistent link: https://www.econbiz.de/10012197389

Can share price index futures predict returns for the all ordinairies index?

English, John W. - 1987

Persistent link: https://www.econbiz.de/10000829608

Predicting volatility of stock indexes for option pricing on a small security market

Berglund, Tom; Hedvall, Kaj; Liljeblom, Eva - 1990

Persistent link: https://www.econbiz.de/10000816312

The impact of stock index arbitrage on equity markets - theory and evidence

Bhatt, Swati - 1987

Persistent link: https://www.econbiz.de/10000082786

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