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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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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
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Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 43 (2024) 2, pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
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Stock picking with machine learning
Wolff, Dominik; Echterling, Fabian - In: Journal of forecasting 43 (2024) 1, pp. 81-102
Persistent link: https://www.econbiz.de/10014443186
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Forecasting stock market returns with a lottery index : evidence from China
Zhang, Yaojie; Han, Qingxiang; He, Mengxi - In: Journal of forecasting 43 (2024) 5, pp. 1595-1606
Persistent link: https://www.econbiz.de/10015108414
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Trading volume and realized volatility forecasting : evidence from the China stock market
Liu, Min; Choo, Wei Chong; Lee, Chi-Chuan; Lee, Chien-Chiang - In: Journal of forecasting 42 (2023) 1, pp. 76-100
Persistent link: https://www.econbiz.de/10013465763
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Cross-correlations and predictability of stock returns
Olson, Dennis; Mossman, C. - In: Journal of forecasting 20 (2001) 2, pp. 154-160
Persistent link: https://www.econbiz.de/10001570438
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How predictable are equity covariance matrices? : evidence from high-frequency data for four markets
Buckle, Michael J.; Chen, Jing; Williams, Julian - In: Journal of forecasting 33 (2014) 7, pp. 542-557
Persistent link: https://www.econbiz.de/10011282861
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The predictive performance evaluation of biased regression predictors with correlated errors
Dawoud, Issam; Kaçiranlar, Selahattin - In: Journal of forecasting 34 (2015) 5, pp. 364-378
Persistent link: https://www.econbiz.de/10011318323
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On the modelling and forecasting of multivariate realized volatility : generalized heterogeneous autoregressive (GHAR) model
Čech, František; Baruník, Jozef - In: Journal of forecasting 36 (2017) 2, pp. 181-206
Persistent link: https://www.econbiz.de/10011729136