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Effects of feedback on probabilistic forecasts of stock prices
Önkal, Dilek - In: International journal of forecasting 11 (1995) 2, pp. 307-319
Persistent link: https://www.econbiz.de/10001189974
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Are VIX futures prices predictable? : an empirical investigation
Konstantinidi, Eirini; Skiadopoulos, George - In: International journal of forecasting 27 (2011) 2, pp. 543-560
Persistent link: https://www.econbiz.de/10009247407
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Mixture of MLP-experts for trend forecasting of time series : a case study of the Tehran stock exchange
Ebrahimpour, Reza; Nikoo, Hossein; Masoudnia, Saeed; … - In: International journal of forecasting 27 (2011) 3, pp. 804-816
Persistent link: https://www.econbiz.de/10009248128
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Predicting rare events evaluating systemic and idiosyncratic risk
González-Rivera, Gloria (contributor) - In: International journal of forecasting 30 (2014) 3, pp. 688-690
Persistent link: https://www.econbiz.de/10010515595
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On forecasting daily stock volatility : the role of intraday information and market conditions
Fuertes, Ana María; Izzeldin, Marwan; Kalotychou, Elena - In: International journal of forecasting 25 (2009) 2, pp. 259-281
Persistent link: https://www.econbiz.de/10003870053
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Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
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Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world
Lleo, Sébastien; Ziemba, William T. - In: International journal of forecasting 31 (2015) 2, pp. 399-425
Persistent link: https://www.econbiz.de/10011474134
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Forecasting zero-inflated price changes with a Markov switching mixture model for autoregressive and heteroscedastic time series
Kömm, Holger; Küsters, Ulrich - In: International journal of forecasting 31 (2015) 3, pp. 598-608
Persistent link: https://www.econbiz.de/10011474425
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Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao; Wu, Chongfeng; Xu, Weidong - In: International journal of forecasting 31 (2015) 3, pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
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Forecasting daily return densities from intraday data : a multifractal approach
Hallam, Mark; Olmo, Jose - In: International journal of forecasting 30 (2014) 4, pp. 863-881
Persistent link: https://www.econbiz.de/10010517781