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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
subject:"Estimation theory"
~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"Journal of forecasting"
~subject:"Share price"
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ECONIS (ZBW)
248
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1
Policy uncertainty and stock market volatility revisited : the predictive role of signal quality
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2307-2321
Persistent link: https://www.econbiz.de/10014432898
Saved in:
2
Forecasting VaR and ES in emerging markets : the role of time-varying higher moments
Trung Hai Le
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 402-414
Persistent link: https://www.econbiz.de/10014475347
Saved in:
3
A multivariate GARCH-jump mixture model
Li, Chenxing
;
Maheu, John M.
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 182-207
Persistent link: https://www.econbiz.de/10014443194
Saved in:
4
Forecasting global stock market volatility : the impact of volatility spillover index in spatial-temporal graph-based model
Son, Bumho
;
Lee, Yunyoung
;
Park, Seongwan
;
Lee, Jaewook
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1539-1559
Persistent link: https://www.econbiz.de/10014432719
Saved in:
5
A dynamic scenario-driven technique for stock price prediction and trading
Thesia, Yash
;
Oza, Vidhey
;
Thakkar, Priyank
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 653-674
Persistent link: https://www.econbiz.de/10013166175
Saved in:
6
Forecasting international equity market volatility : a new approach
Liang, Chao
;
Li, Yan
;
Ma, Feng
;
Zhang, Yaojie
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
Saved in:
7
A new hedging hypothesis regarding prediction interval formation in stock price forecasting
Zhu, Dan
;
Wang, Qingwei
;
Goddard, John A.
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 697-717
Persistent link: https://www.econbiz.de/10013287845
Saved in:
8
Forecasting stock return volatility : the role of shrinkage approaches in a data-rich environment
Dai, Zhifeng
;
Li, Tingyu
;
Yang, Mi
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 980-996
Persistent link: https://www.econbiz.de/10013287893
Saved in:
9
Information mirages and financial contagion in asset market experiment
Noussair, Charles
;
Xu, Yilong
-
2014
Persistent link: https://www.econbiz.de/10011282831
Saved in:
10
Emotional state and market behavior
Breaban, Adriana
;
Noussair, Charles
-
2013
Persistent link: https://www.econbiz.de/10009754002
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