Similar Search Results - EconBiz

Possible relationship of the randomness and the stock performance

Tanaka-Yamawaki, Mieko; Ikura, Yumihiko - In: Digital Designs for Money, Markets, and Social Dilemmas, (pp. 333-346). 2022

Persistent link: https://www.econbiz.de/10013363386

Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering

Mattera, Raffaele; Athanasopoulos, George; Hyndman, Rob J. - In: Quantitative finance 24 (2024) 11, pp. 1641-1667

Persistent link: https://www.econbiz.de/10015196952

Range-based volatility estimation and forecasting

Benčík, Daniel - 2014

In this paper, we analyze new possibilities in predicting daily ranges, i.e. differences between daily high and low prices. We empirically assess efficiency gains in volatility estimation when using range-based estimators as opposed to simple daily ranges and explore the use of these more...

Persistent link: https://www.econbiz.de/10010461231

Equity return modeling and prediction using hybrid ARIMA-GARCH model

Sun, Kaiying - In: International journal of financial research 8 (2017) 3, pp. 154-161

Persistent link: https://www.econbiz.de/10011779759

Conditional variance forecasts for long-term stock returns : a preprint

Mammen, Enno; Nielsen, Jens Perch; Scholz, Michael; … - 2019

Persistent link: https://www.econbiz.de/10012138047

Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering

Mattera, Raffaele; Athanasopoulos, George; Hyndman, Rob J. - 2023

Persistent link: https://www.econbiz.de/10014452575

Stock price crashes in China : an artificial neural network approach

Wang, Le; Zou, Liping; Wu, Ji - In: Pacific accounting review 35 (2023) 4, pp. 645-669

Persistent link: https://www.econbiz.de/10014429780

Why are some Chinese firms failing in the US capital markets? : a machine learning approach

Colak, Gonul; Fu, Mengchuan; Hasan, Iftekhar - In: Pacific-Basin finance journal 61 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012494429

Volatility clustering and nontrading days in Chinese stock markets

Friedmann, Ralph; Sanddorf-Köhle, Walter G. - 2000

Persistent link: https://www.econbiz.de/10001596288

Volatility clustering and nontrading days in Chinese stock markets

Friedmann, Ralph; Sanddorf-Köhle, Walter G. - In: Journal of economics & business 54 (2002) 2, pp. 193-217

Persistent link: https://www.econbiz.de/10001696590

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