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Search: subject_exact:"Aktienindex"
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ARCH model
Aktienindex
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Dellaportas, Petros
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Granger, C. W. J.
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Managerial finance
Journal of forecasting
The North American journal of economics and finance : a journal of financial economics studies
15
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International review of financial analysis
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Finance research letters
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Journal of risk and financial management : JRFM
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Finance India : the quarterly journal of Indian Institute of Finance
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International journal of economics and financial issues : IJEFI
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of risk
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Afro-Asian Journal of Finance and Accounting : AAJFA
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Applied economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Volatility forecasting for stock market index based on complex network and hybrid deep learning model
Song, Yuping
;
Lei, Bolin
;
Tang, Xiaolong
;
Li, Chen
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 544-566
Persistent link: https://www.econbiz.de/10014532346
Saved in:
2
International linkages of emerging market index futures, under the closure of underlying spot market : evidence from Indian Nifty futures
Sundararajan, Sivakumar
;
Balasubramanian, Senthil Arasu
- In:
Managerial finance
49
(
2023
)
3
,
pp. 577-593
Persistent link: https://www.econbiz.de/10014227233
Saved in:
3
Forecasting daily variations of stock index returns with a multifractal model of realized volatility
Lux, Thomas
;
Morales-Arias, Leonardo
;
Sattarhoff, Cristina
- In:
Journal of forecasting
33
(
2014
)
7
,
pp. 532-541
Persistent link: https://www.econbiz.de/10011282864
Saved in:
4
Forecasting volatility with many predictors
Ke, Tsung-han
;
Hu, Yu-pin
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 743-754
Persistent link: https://www.econbiz.de/10010344461
Saved in:
5
Forecasting volatility and capturing downside risk of the Taiwanese futures markets under the financial tsunami
Liu, Hung-Chun
;
Hung, Jui-cheng
- In:
Managerial finance
36
(
2010
)
10
,
pp. 860-875
Persistent link: https://www.econbiz.de/10008662545
Saved in:
6
Inference for some multivariate ARCH and GARCH models
Vrontos, I. D.
;
Dellaportas, Petros
;
Politis, Dimitris N.
- In:
Journal of forecasting
22
(
2003
)
6/7
,
pp. 427-446
Persistent link: https://www.econbiz.de/10001836432
Saved in:
7
Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk
Granger, C. W. J.
;
Sin, Chor-yiu
- In:
Journal of forecasting
19
(
2000
)
4
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001504616
Saved in:
8
Performance of GARCH models in forecasting stock market volatility
Chong, Choo Wei
;
Ahmad, Muhammad Idrees
;
Abdullah, Mat …
- In:
Journal of forecasting
18
(
1999
)
5
,
pp. 333-343
Persistent link: https://www.econbiz.de/10001433977
Saved in:
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