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A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies
Beniwal, Mohit; Archana Singh; Kumar, Nand - In: International journal of applied management science : IJAMS 15 (2023) 4, pp. 352-371
Persistent link: https://www.econbiz.de/10014391724
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Using conditional asymmetry to predict commodity futures prices
Dias, Fabio S. - In: International Journal of Financial Markets and … 8 (2021) 2, pp. 185-203
Persistent link: https://www.econbiz.de/10012598664
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The predictability of German stock returns
Klähn, Judith - 2000
Persistent link: https://www.econbiz.de/10001476569
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Finanzanalyse : Grundlagen der markttechnischen Analyse
Stöttner, Rainer - 1989
Persistent link: https://www.econbiz.de/10000778876
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An application of the Box-Jenkins transfer function methodology for prediction of stock market prices
Oviedo, Jose Daniel - 1987
Persistent link: https://www.econbiz.de/10000783655
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Aktienindexprognosen mit Fehlerkorrekturmodellen und dem ökonomisch relevanten Zins
Sauer, Egbert - 1995
Persistent link: https://www.econbiz.de/10000919875
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Stock market and real activity cointegration analysis : application to US and Japan markets
Ansotegui, Carmen - 1993
Persistent link: https://www.econbiz.de/10000907345
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Forecasting stock market volatility using (nonlinear) GARCH models
Franses, Philip Hans; Thull, Olaf van - 1995
Persistent link: https://www.econbiz.de/10000912177
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Volatilitätsprozesse mit Faktor-GARCH-Modellen : eine empirische Studie für den deutschen Aktienmarkt
Kaiser, Thomas - 1997
Persistent link: https://www.econbiz.de/10000971500
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Cointegration and predictability of asset prices
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000978641