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Cross-sectional return dispersion and stock market volatility : evidence from high-frequency data
Niu, Zibo; Demirer, Rıza; Suleman, Muhammad Tahir; … - In: Journal of forecasting 42 (2023) 6, pp. 1309-1328
Persistent link: https://www.econbiz.de/10014338888
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In-sample and out-of-sample prediction of stock market bubbles : cross-sectional evidence
Herwartz, Helmut; Kholodilin, Konstantin - In: Journal of forecasting 33 (2014) 1, pp. 15-31
Persistent link: https://www.econbiz.de/10010424900
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Forecasting of S&P 500 ESG index by using CEEMDAN and LSTM approach
Aggarwal, Divya; Banerjee, Sougata - In: Journal of forecasting 44 (2025) 2, pp. 339-355
Persistent link: https://www.econbiz.de/10015374029
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Forecasting the stock risk premium : a new statistical constraint
Hao, Xianfeng; Wang, Yudong - In: Journal of forecasting 42 (2023) 7, pp. 1805-1822
Persistent link: https://www.econbiz.de/10014432771
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Forecasting stock returns : do commodity prices help?
Black, Angela J.; Klinkowska, Olga; McMillan, David G.; … - In: Journal of forecasting 33 (2014) 8, pp. 627-639
Persistent link: https://www.econbiz.de/10011282841
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Explaining and predicting momentum performance shifts across time and sectors
Mamais, Konstantinos; Thomakos, Dimitrios D.; Vlamis, … - In: Journal of forecasting 44 (2025) 3, pp. 960-977
Persistent link: https://www.econbiz.de/10015374212
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Forecasting international equity market volatility : a new approach
Liang, Chao; Li, Yan; Ma, Feng; Zhang, Yaojie - In: Journal of forecasting 41 (2022) 7, pp. 1433-1457
Persistent link: https://www.econbiz.de/10013465704
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High-frequency data and stock-bond investing
Lai, Yu-Sheng - In: Journal of forecasting 41 (2022) 8, pp. 1623-1638
Persistent link: https://www.econbiz.de/10013465728
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Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
Nonejad, Nima - In: Journal of forecasting 36 (2017) 6, pp. 718-740
Persistent link: https://www.econbiz.de/10011861413
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The role of momentum, sentiment, and economic fundamentals in forecasting bear stock market
Chen, Yi-ting; Vincent, Kendro - In: Journal of forecasting 35 (2016) 6, pp. 504-527
Persistent link: https://www.econbiz.de/10011594746