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~isPartOf:"International review of financial analysis"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Share price"
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Search: subject_exact:"Prognoseverfahren"
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Share price
Forecasting model
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Prognoseverfahren
340
Theorie
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94
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International review of financial analysis
Working paper / Department of Econometrics and Business Statistics, Monash University
Finance research letters
78
Journal of forecasting
60
Journal of banking & finance
54
Journal of empirical finance
51
International review of economics & finance : IREF
45
Journal of financial economics
41
The North American journal of economics and finance : a journal of financial economics studies
39
International journal of forecasting
36
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Pacific-Basin finance journal
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International journal of finance & economics : IJFE
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Review of quantitative finance and accounting
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Economics letters
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The journal of futures markets
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of economic dynamics & control
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The review of financial studies
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Applied financial economics
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Emerging markets, finance and trade : EMFT
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
69
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1
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Mattera, Raffaele
;
Athanasopoulos, George
;
Hyndman, Rob J.
-
2023
Persistent link: https://www.econbiz.de/10014452575
Saved in:
2
Forecasting stock volatility with economic policy uncertainty : a smooth transition GARCH-MIDAS model
Li, Dongxin
;
Zhang, Li
;
Li, Lihong
- In:
International review of financial analysis
88
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014471874
Saved in:
3
Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets
Ding, Hui
;
Huang, Yisu
;
Wang, Jiqian
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014460444
Saved in:
4
A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns
Huang, Yisu
;
Ma, Feng
;
Bouri, Elie
;
Huang, Dengshi
- In:
International review of financial analysis
87
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014460616
Saved in:
5
Data vs. information : using clustering techniques to enhance stock returns forecasting
Vásquez Sáenz, Javier
;
Quiroga, Facundo Manuel
; …
- In:
International review of financial analysis
88
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462210
Saved in:
6
Forecasting European stock volatility : the role of the UK
Gao, Jun
;
Gao, Xiang
;
Gu, Chen
- In:
International review of financial analysis
89
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014464832
Saved in:
7
Which is more important in stock market forecasting : attention or sentiment?
Zhang, Xiaotao
;
Li, Guoran
;
Li, Yishuo
;
Zou, Gaofeng
;
Wu, Ji
- In:
International review of financial analysis
89
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014465093
Saved in:
8
Forecasting stock market volatility with various geopolitical risks categories : new evidence from machine learning models
Niu, Zibo
;
Wang, Chenlu
;
Zhang, Hongwei
- In:
International review of financial analysis
89
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014467061
Saved in:
9
Less is more? : new evidence from stock market volatility predictability
Lu, Fei
;
Ma, Feng
;
Guo, Qiang
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014467087
Saved in:
10
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin
;
Tafakori, Laleh
;
Bee, Marco
- In:
International review of financial analysis
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014467094
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