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Indicative approaches in forecasting of industry indexes
Grigorieva, Elena Mikhailovna; Valkov, Dmitry Sergeevich - In: International journal of economic policy in emerging … 12 (2019) 4, pp. 362-376
Persistent link: https://www.econbiz.de/10012251132
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LPPLS bubble indicators over two centuries of the S&P 500 index
Zhang, Qunzhi; Sornette, Didier; Balcilar, Mehmet; … - 2016
S&P 500 index and the detection of End-of-Bubble signals with their corresponding confidence levels. We use monthly S …
Persistent link: https://www.econbiz.de/10011514490
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Skew index : descriptive analysis, predictive power, and short-term forecast
Mora-Valencia, Andrés; Rodríguez-Raga, Santiago; … - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012821304
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The role of categorical EPU indices in predicting stock-market returns
Chen, Juan; Ma, Feng; Qiu, Xuemei; Li, Tao - In: International review of economics & finance : IREF 87 (2023), pp. 365-378
Persistent link: https://www.econbiz.de/10014472350
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Price index modeling and risk prediction of sharia stocks in Indonesia
Hersugondo; Ghozali, Imam; Handriani, Eka; Trimono, Trimono - In: Economies : open access journal 10 (2022) 1, pp. 1-13
price and loss risk of JKII as an index of Islamic stock prices in Indonesia. This study extends the previous literature to …This study aimed to predict the JKII (Jakarta Islamic Index) price as a price index of sharia stocks and predict the … loss risk. This study uses geometric Brownian motion (GBM) and Value at Risk (VaR; with the Monte Carlo Simulation approach …
Persistent link: https://www.econbiz.de/10012800645
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Fixing the VIX : An Indicator to Beat Fear
Hestla-Barnhart, Amber - 2015
formally known as the CBOE Volatility Index®.VIX is widely known as the “Fear Index” because it often increases when the stock …
Persistent link: https://www.econbiz.de/10013026428
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Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan; Lee, Yun-Huan; Nguyen, Cuong - In: Pacific-Basin finance journal 80 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
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Implied volatility index for the Norwegian equity market
Bugge, Sebastian A.; Guttormsen, Haakon J.; Molnár, Peter - In: International review of financial analysis 47 (2016), pp. 133-141
Persistent link: https://www.econbiz.de/10011624091
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Machine learning in predicting stock indexes : the role of online stock forum sentiment in MIDAS model
Wang, Lei; Zhao, Zhong-Chao; Weng, Yin-Che - In: Asia-Pacific journal of accounting & economics : … 31 (2024) 4, pp. 618-637
Persistent link: https://www.econbiz.de/10014560743
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Efficient predictability of oil price : the role of VIX-based panic index shadow line difference
Dai, Zhifeng; Zhang, Xiaotong; Liang, Chao - In: Energy economics 129 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014558919