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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

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

Financial markets and the theory of chaos

Gilmore, Claire Gilbert - 1992

Persistent link: https://www.econbiz.de/10000896128

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

Cointegration and predictability of asset prices

Caporale, Guglielmo Maria; Pittis, Nikitas - 1998

Persistent link: https://www.econbiz.de/10000650913

Tactical size rotation in Switzerland

Hock, Thorsten (contributor) - 2008

The size premium, defined as the outperformance of equities of small and medium-sized companies compared with the shares of large companies, is subject to strong cyclical fluctuations over time. This study examines the predictability of this premium for the Swiss stock market. The forecasts used...