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A variance decomposition for s...
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21
On the prediction of the implied standard deviation
Brenner, Menachem
- In:
Advances in futures and options research : a research annual
2
(
1987
),
pp. 167-177
Persistent link: https://www.econbiz.de/10001081781
Saved in:
22
Can we predict stock market crashes?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 183-195
Persistent link: https://www.econbiz.de/10011509826
Saved in:
23
Tehran stock price modeling and forecasting using support vector regression (SVR) and its comparison with the classic model ARIMA
Hajibabaei, Saeed
;
Hajibabaei, Nematollah
;
Hosseini, …
- In:
Iranian economic review : journal of University of Tehran
18
(
2014
)
2
,
pp. 105-130
Persistent link: https://www.econbiz.de/10011455426
Saved in:
24
Return predictability and the "wisdom of crowds" : genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
Manahov, Viktor
;
Hudson, Robert
;
Hoque, Hafiz
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 85-98
Persistent link: https://www.econbiz.de/10011475040
Saved in:
25
Information demand and stock return predictability
Chronopoulos, Dimitris K.
;
Papadimitriou, Fotios I.
; …
- In:
Journal of international money and finance
80
(
2018
),
pp. 59-74
Persistent link: https://www.econbiz.de/10012000004
Saved in:
26
Equity valuation based on a random process modelling of earnings and equity growth
Dube, Frederick
;
Barnard, Brian
- In:
Expert journal of economics
7
(
2019
)
1
,
pp. 1-31
regarding rating accuracy and rating
theory
. The implications of the results for equity valuation are discussed. …
Persistent link: https://www.econbiz.de/10012062966
Saved in:
27
Maximal predictability under long-term mean reversion
Hjalmarsson, Erik
- In:
Journal of empirical finance
45
(
2018
),
pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
Saved in:
28
Improving prediction market forecasts by detecting and correcting possible over-reaction to price movements
Sung, Ming-chien
;
McDonald, David C. J.
;
Johnson, …
- In:
European journal of operational research : EJOR
272
(
2019
)
1
,
pp. 389-405
Persistent link: https://www.econbiz.de/10011942078
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29
A
forecast
evaluation of expected equity return measures
Chin, Michael
;
Polk, Christopher
-
2015
Persistent link: https://www.econbiz.de/10010497568
Saved in:
30
On the internal consistency of stock market forecasts
Pierdzioch, Christian
;
Ruelke, Jan-Christoph
- In:
The journal of behavioral finance : a publication of …
15
(
2014
)
4
,
pp. 351-359
Persistent link: https://www.econbiz.de/10011303196
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