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A synergistic forecasting model for techno-fundamental analysis of gold market returns
Gokmenoglu, Korhan K.; Ebrahimijam, Saeed - In: Regulation of Finance and Accounting : 21st and 22nd …, (pp. 61-72). 2022
Persistent link: https://www.econbiz.de/10013448476
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Forecasting high-frequency stock returns : a comparison of alternative methods
Akyildirim, Erdinc; Bariviera, Aurelio Fernández; … - In: Risk management decisions and value under uncertainty, (pp. 639-690). 2022
Persistent link: https://www.econbiz.de/10013341974
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Measuring uncertainty of a combined forecast and some tests for forecaster heterogeneity
Lahiri, Kajal; Peng, Huaming; Sheng, Xuguang - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 29-50). 2022
Persistent link: https://www.econbiz.de/10013201758
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Smooth robust multi‐horizon forecasts
Martinez, Andrew B.; Castle, Jennifer; Hendry, David F. - In: Essays in honor of M. Hashem Pesaran : prediction and …, (pp. 143-165). 2022
Persistent link: https://www.econbiz.de/10013201849
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Markov switching rationality
Odendahl, Florens; Rossi, Barbara; Sekhposyan, Tatevik - In: Essays in honor of Joon Y. Park : econometric …, (pp. 35-64). 2023
Persistent link: https://www.econbiz.de/10014315144
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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj; Louhichi, Wael; Cheffou, Abdoulkarim Idi; … - In: Decision making and risk/return optimization in …, (pp. 275-295). 2019
Persistent link: https://www.econbiz.de/10012134816
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Idiosyncratic risk and mutual fund performance
Vidal-García, Javier; Vidal, Marta; Boubaker, Sabri; … - In: Decision making and risk/return optimization in …, (pp. 349-372). 2019
Persistent link: https://www.econbiz.de/10012135878
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Asset pricing through capital market curve
Mondal, Dipankar; Selvaraju, N. - In: Logistics, supply chain and financial predictive …, (pp. 233-242). 2019
Persistent link: https://www.econbiz.de/10011980446
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Computing stock price comovements with a three-regime panel smooth transition error correction model
Jawadi, Fredj; Chlibi, Souhir; Cheffou, Abdoulkarim Idi - 2019
Persistent link: https://www.econbiz.de/10012000778
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A random walk of stock prices in Visegrad Group : efficient market hypothesis
Saglam, Yagmur; Guresci, Gulcin - In: Efficiency in business and economics : proceedings from …, (pp. 175-185). 2018
The purpose of this paper is to investigate Efficient Market Hypothesis (EMH) for Visegrad Group. The stock prices have been analyzed for the period between 1995 and 2014 with panel multiple structural breaks unit root test which is developed by Carrion-i-Silvestre et al. (2005). According to...
Persistent link: https://www.econbiz.de/10012230857