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Comparison of GARCH and ANN model for forecasting volatility : Evidence based on Indian stock markets

Shaik, Muneer; Sejpal, Aditya - In: The journal of prediction markets 14 (2020) 2, pp. 103-121

Persistent link: https://www.econbiz.de/10012667736

Expectation dispersion, uncertainty, and the reaction to news

Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020

Releases of key macroeconomic indicators are closely watched by financial markets. We investigate the role of expectation dispersion and economic uncertainty for the stock-market reaction to indicator releases. We find that the strength of the financial market response to news decreases with the...

Persistent link: https://www.econbiz.de/10012404549

Expectation dispersion, uncertainty, and the reaction to news

Born, Benjamin; Dovern, Jonas; Enders, Zeno - 2020

Persistent link: https://www.econbiz.de/10012404647

Risk management for a commercial lending portfolio using time series forecasting and small datasets

Ganguli, Tanmoy - In: Research bulletin / The Institute of Cost Accountants … 42 (2016) 1, pp. 188-202

Persistent link: https://www.econbiz.de/10011622284

Which model performs better while forecasting stock market volatility? : answer for Dhaka Stock Exchange (DSE)

Abdullah, S. M.; Kabir, Mohammod Akbar; Jahan, Kawsar; … - In: Theoretical economics letters 8 (2018) 14, pp. 3203-3222

Persistent link: https://www.econbiz.de/10011955144

Volatility forecasting using hybrid GARCH Neural Network models : the case of the Italian stock market

Kartsonakis Mademlis, Dimitrios; Dritsakis, Nikolaos - In: International journal of economics and financial issues … 11 (2021) 1, pp. 49-60

Persistent link: https://www.econbiz.de/10012436893

On the effect of oil price in the context of Covid-19

Jawadi, Fredj; Sellami, Mohamed - In: International journal of finance & economics : IJFE 27 (2022) 4, pp. 3924-3933

Persistent link: https://www.econbiz.de/10013461287

Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data

Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244

Persistent link: https://www.econbiz.de/10014326299

Forecasting stock market realized volatility : the role of global terrorist attacks

Wen, Danyan; He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: Applied economics 55 (2023) 22, pp. 2551-2566

Persistent link: https://www.econbiz.de/10014295065

Predicting stock market volatility using MODWT with HyFIS and FS.HGD models

Alenezy, Abdullah H.; Mohd Tahir Ismail; Sadam Al-Wadi; … - In: Risks : open access journal 11 (2023) 7, pp. 1-16

We enhance the precision of predicting daily stock market price volatility using the maximum overlapping discrete …

Persistent link: https://www.econbiz.de/10014335933

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