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Predicting stock return and volatility with machine learning and econometric models : a comparative case study of the Baltic stock market
Nõu, Anders; Lapitskaya, Darya; Eratalay, M. Hakan; … - In: International journal of computational economics and … 13 (2023) 4, pp. 446-489
Persistent link: https://www.econbiz.de/10014439728
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Estimating and forecasting bitcoin daily prices using ARIMA-GARCH models
Quang Phung Duy; Oanh Nguyen Thi; Phuong Hao Le Thi; … - In: Business analyst journal : BAJ 45 (2024) 1, pp. 11-23
Persistent link: https://www.econbiz.de/10015188090
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Dynamic interaction between historical and implied volatility in the Indian option market
Viswanathan, T.; Sriram, R.; Mukherjee, Prathana - In: International journal of public sector performance … 8 (2021) 1/2, pp. 128-144
Persistent link: https://www.econbiz.de/10012696739
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Essays on financial time series with a focus on high-frequency data
Becker, Janis - 2020
Persistent link: https://www.econbiz.de/10012225306
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Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Doblas, Mark P.; Natarajan, Vinodh K.; Sankar, Jayendira P. - In: Middle East journal of management : MEJM 10 (2023) 6, pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
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Forecasting the Sensex and Nifty indices using ARIMA and GARCH models
Tejesh H. R.; Jeelan Basha V. - In: Mudra : journal of finance and accounting 10 (2023) 1, pp. 57-75
Persistent link: https://www.econbiz.de/10014372845
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A correcting note on forecasting conditional variance using ARIMA vs. GARCH model
Azimi, Mohammad Naim; Shahidzada, Seyed Farhad - In: International journal of economics and finance 11 (2019) 5, pp. 145-152
Persistent link: https://www.econbiz.de/10012012282
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Forecasting volatility by using wavelet transform, ARIMA and GARCH models
Rubio, Lihki; Palacio Pinedo, Adriana; Mejía Castaño, … - In: Eurasian economic review : a journal in applied … 13 (2023) 3/4, pp. 803-830
Persistent link: https://www.econbiz.de/10014452054
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The stock returns volatility based on the GARCH (1,1) model : the superiority of the truncated standard normal distribution in forecasting volatility
Gulay, Emrah; Emec, Hamdi - In: Iranian economic review : journal of University of Tehran 23 (2019) 1, pp. 87-108
Persistent link: https://www.econbiz.de/10012152550
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Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin; Tafakori, Laleh; Bee, Marco - In: International review of financial analysis 89 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014467094