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JEL Code: G1
13,111,867 Total downloads
Showing Papers 13,201 - 13,250 of 36,954
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Forecasting Stock Indices: A Comparison of Classification and Level Estimation Models International Journal of Forecasting, Vol. 16, pp. 173-190
Mark T. Leung ,
Hazem Daouk and
An-Sing Chen
Date Posted: August 28, 2000
Forecasting Stock Market Returns: The Sum of the Parts is More than the Whole AFA 2010 Atlanta Meetings Paper
Miguel A. Ferreira and
Pedro Santa-Clara
Date Posted: March 22, 2009Last Revised: July 25, 2010791 downloads
Forecasting Stock Market Volatility: Evidence From Fourteen Countries U of Edinburgh, Center for Financial Markets Research Working Paper No. 02.04; EFMA 2003 Helsinki Meetings
Ercan Balaban
,
Asli Bayar
and
Robert W. Faff
affiliation not provided to SSRN
,
Cankaya University - Department of Management
and
University of Queensland
Date Posted: December 03, 20021332 downloads
Forecasting Stock Market with Neural Networks
Tsong-Wuu Lin Sr.
and
Chan-Chien Yu Sr.
Date Posted: January 19, 2009Last Revised: January 28, 2009888 downloads
Forecasting Stock Price Changes: Is it Possible?
Pedro N. Rodriguez
and
Simón Sosvilla Rivero
Date Posted: July 17, 2006287 downloads
Forecasting Stock Return Volatility at the Quarterly Frequency: An Evaluation of Time Series Approaches
Jonathan J. Reeves
and
Xuan Xie
Date Posted: November 11, 2010Last Revised: February 12, 201199 downloads
Forecasting Stock Returns through An Efficient Aggregation of Mutual Fund Holdings Review of Financial Studies, Forthcoming, AFA 2007 Chicago Meetings Paper
Russ Wermers ,
Tong Yao and
Jane Zhao
Date Posted: March 19, 2006Last Revised: July 17, 20122242 downloads
Forecasting Stock Returns Under Economic Constraints
Davide Pettenuzzo ,
Allan G. Timmermann and
Rossen I. Valkanov
Date Posted: December 09, 201283 downloads
Forecasting Stock Returns Under Economic Constraints CEPR Discussion Paper No. DP9377
Davide Pettenuzzo ,
Allan G. Timmermann and
Rossen I. Valkanov
Date Posted: March 12, 20131 downloads
Forecasting Stock Returns: Does Switching Between Models Help?
David G. McMillan
Date Posted: June 14, 2009186 downloads
Forecasting Stock Returns: New Out-of-Sample Evidence
Martin Lettau and
Sydney C. Ludvigson
Date Posted: April 26, 2000418 downloads
Forecasting the Comovements of Spot Interest Rates
Miguel A. Ferreira
Date Posted: January 17, 2001395 downloads
Forecasting the Comovements of Spot Interest Rates Journal of International Money and Finance, Forthcoming
Miguel A. Ferreira
Date Posted: October 27, 2004
Forecasting the Correlation Structure of German Stock Returns: A Test of Firm-Specific Factor Models European Financial Management, Vol. 5, No. 1, March 1999
Martin Wallmeier and
Manfred Steiner
Date Posted: October 22, 1998
Forecasting the Day-Ahead Electricity Price in Nord Pool with Neural Networks: Some Preliminary Results 6th Annual Conference of Hellenic Finance and Accounting Association (HFAA), Patra, Greece, December 14-15, 2007
Efstratios Livanis
and
Achileas Zapranis
Date Posted: March 14, 201064 downloads
Forecasting the Density of Asset Returns LSE STICERD Research Paper No. EM479
Trino-Manuel Niguez and
Javier Perote
affiliation not provided to SSRN
and
Universidad Rey Juan Carlos - Department Economia
Date Posted: July 21, 200839 downloads
Forecasting the Equity Premium with State Variables Estimated from the Yield Curve
Narayan Bulusu
Date Posted: July 13, 2010Last Revised: November 12, 201054 downloads
Forecasting the Equity Risk Premium: The Role of Technical
Indicators
Christopher J. Neely ,
David Rapach
,
Jun Tu
and
Guofu Zhou
Date Posted: March 21, 2011Last Revised: October 16, 2012375 downloads
Forecasting the Equity Risk Premium: The Role of Technical Indicators Federal Reserve Bank of St.ouis Working Paper No. 2010-008G
Christopher J. Neely ,
David E. Rapach ,
Jun Tu
and
Guofu Zhou
Date Posted: March 11, 2010Last Revised: May 15, 2013611 downloads
Forecasting the European Credit Cycle Using Macroeconomic Variables
Florian Ielpo
Date Posted: March 01, 2011105 downloads
Forecasting the Frequency of Changes in Quoted Foreign Exchange Prices with the Autoregressive Conditional Duration Model
Jeffrey R. Russell and
Robert F. Engle
Date Posted: August 22, 1998
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-Post Analysis Economics Bulletin, Forthcoming
Date Posted: November 29, 201173 downloads
Forecasting the Interest-rate Term Structure: Using the Model of Fong & Vasicek, the Extended Kalman Filter and the Bollinger Bands
Pierre Rostan
,
Raymond Théoret
and
Abdeljalil El Moussadek
Date Posted: March 12, 2005600 downloads
Forecasting the Macroeconomy with Current Financial Market Information in Europe and the United States EFMA 2002 London Meetings, Bank of Finland Research Discussion Paper No. 2/2002
Juha-Pekka Junttila
Date Posted: January 19, 2002172 downloads
Forecasting the Macroeconomy: Analysts versus Economists
Rebecca N. Hann ,
Maria Ogneva
and
Horacio Sapriza
Date Posted: December 28, 201291 downloads
Forecasting the Past: The Case of Us Interest Rate Forecasts Financial Markets and Portfolio Management, Vol. 22, No. 4, pp. 357-379, 2008
Markus Spiwoks
,
Nils Bedke
and
Oliver Hein
affiliation not provided to SSRN
,
University of Goettingen (Gottingen)
and
Goethe University Frankfurt
Date Posted: June 18, 2010
Forecasting the Performance of Hedge Fund Styles
Jose Olmo
and
Marcos Sanso-Navarro
Date Posted: September 22, 2011Last Revised: April 16, 201289 downloads
Forecasting the Polish Zloty with Non-Linear Models
Michal Rubaszek
,
Pawel Skrzypczynski
and
Grzegorz Koloch
Date Posted: April 08, 201118 downloads
Forecasting the Size Premium Over Different Time Horizons Journal of Banking and Finance, Forthcoming
Valeriy Zakamulin
Date Posted: November 01, 2011Last Revised: November 06, 2012307 downloads
Forecasting the Technical Range Volatility with Moving Average (TRV-MA) Modle
Haibin Xie
,
Guohua Zou and
Shouyang Wang
affiliation not provided to SSRN
,
Chinese Academy of Sciences - Academy of Mathematics and Systems Science
and
Chinese Academy of Sciences (CAS) - Center for Forecasting Science; Academy of Mathematics and Systems Sciences
Date Posted: November 15, 2009107 downloads
Forecasting the Term Structures of Treasury and Corporate Yields: Dynamic Nelson-Siegel Models Evaluation International Journal of Forecasting, Forthcoming
Wei-Choun Yu
and
Eric Zivot
Date Posted: January 09, 2009Last Revised: May 18, 2010268 downloads
Forecasting the U.S. Term Structure of Interest Rates using Nonparametric Functional Data Analysis
João Caldeira
and
Hudson Torrent
Date Posted: June 07, 2012Last Revised: May 11, 201365 downloads
Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability FRB of New York Staff Report No. 581
Eric Ghysels ,
Casidhe Horan
and
Emanuel Moench
Date Posted: November 13, 2012Last Revised: November 15, 2012193 downloads
Forecasting US Recessions: The Role of Sentiments
Charlotte Christiansen ,
Jonas Nygaard Eriksen
and
Stig Vinther Møller
Date Posted: February 22, 2013Last Revised: May 03, 201361 downloads
Forecasting Using High-Frequency Data: A Comparison of Asymmetric Financial Duration Models Journal of Forecasting, Vol. 28, No. 5, pp. 371–386, August 2009,
Qi Zhang
,
Kevin Keasey
and
Charlie X. Cai
Date Posted: October 06, 201080 downloads
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework Quaderni DSE Working Paper No. 831
Alexandros Gabrielsen
,
Paolo Zagaglia ,
Axel Kirchner
and
Zhuoshi Liu
Date Posted: June 08, 2012143 downloads
Forecasting VAR Models in the Presence of Regime Shifts in Variance and Egarch Effects
Yiannis Dendramis
,
Giles E. Spungin
and
Elias Tzavalis
affiliation not provided to SSRN
and
Athens University of Economics and Business - Department of Economics
Date Posted: February 12, 201247 downloads
Forecasting VIX Journal of Money, Investment and Banking, No. 4, 2008
Stavros Antonios Degiannakis
Date Posted: April 11, 201182 downloads
Forecasting Volatilities in Equity, Bond, and Money Markets: A Market-Based Approach 21st Australasian Finance and Banking Conference 2008 Paper
Kent Wang
Date Posted: March 03, 2008Last Revised: June 02, 2008233 downloads
Forecasting Volatility FINANCIAL MARKETS, INSTITUTIONS AND INSTRUMENTS, Vol. 6 No. 2, 1997
Stephen Figlewski
Date Posted: April 24, 1997
Forecasting Volatility
Louis H. Ederington and
Wei Guan
Date Posted: July 13, 19998507 downloads
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets
Chia-Lin Chang
,
Michael McAleer and
Roengchai Tansuchat
Date Posted: May 12, 20091034 downloads
Forecasting Volatility in Asian Stock Markets: Contributions of Local, Regional, and Global Factors Asian Development Review, Vol. 28, No. 2, pp. 32-57, 2011
Jianxin Wang
Date Posted: February 08, 201272 downloads
Forecasting Volatility in European Stock Markets with Non-Linear GARCH Models FEEM Working Paper No. 98.2002
Matteo Manera and
Gianfranco Forte
Date Posted: November 22, 20022118 downloads
Forecasting Volatility in Financial Markets! By Introducing a GA-Assisted SVR-Garch Model
Ali Habibnia
Date Posted: September 11, 2012
Forecasting Volatility in Financial Markets: A Review (revised edition)
Clive W. J. Granger and
Ser-Huang Poon
Date Posted: December 04, 20023090 downloads
Forecasting Volatility in Financial Markets: A Review (revised edition) Journal of Economic Literature, Forthcoming
Clive W. J. Granger and
Ser-Huang Poon
Date Posted: December 04, 2002
Forecasting Volatility States and Active Portfolio Strategies
Mattias Persson and
Birger Nilsson
Date Posted: March 21, 2002338 downloads
Forecasting Volatility Using Historical Data
Stephen Figlewski
Date Posted: December 20, 1998
Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation Under SFAS 123r Journal of Financial and Quantitative Analysis (JFQA), Vol. 45, No. 2, 2010
George J. Jiang and
Yisong S. Tian
Date Posted: March 14, 2006Last Revised: February 20, 2013257 downloads
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