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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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Early prediction of Ibex 35 movements
García, I. Marta Miranda; Segovia-Vargas, María-Jesús; … - In: Journal of forecasting 42 (2023) 5, pp. 1150-1166
Persistent link: https://www.econbiz.de/10014338829
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Does herding effect help forecast market volatility? : evidence from the Chinese stock market
Wang, Yide; Yu, Chao; Zhao, Xujie - In: Journal of forecasting 42 (2023) 5, pp. 1275-1290
Persistent link: https://www.econbiz.de/10014338876
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Stock price limit and its predictability in the Chinese stock market
Liang, Haohui; Hu, Yujia - In: Journal of forecasting 44 (2025) 2, pp. 297-319
Persistent link: https://www.econbiz.de/10015374025
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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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The relation between overreaction in forecasts and uncertainty : a nonlinear approach
Leppin, Julian Sebastian - In: Journal of forecasting 35 (2016) 6, pp. 564-572
Persistent link: https://www.econbiz.de/10011596045
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Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning; Blanco-Fernández, Ángela; Winker, Peter - In: Journal of forecasting 35 (2016) 2, pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
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Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction
Song, Yuping; Li, Zhenwei; Ma, Zhiren; Sun, Xiaoyu - In: Journal of forecasting 42 (2023) 5, pp. 1055-1068
Persistent link: https://www.econbiz.de/10014338810
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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