Forecasting returns: New European evidence

Journal of Empirical Finance ◽

10.1016/j.jempfin.2014.02.001 ◽

2014 ◽

Vol 26 ◽

pp. 76-95 ◽

Author(s):

Steven J. Jordan ◽

Andrew J. Vivian ◽

Mark E. Wohar

Keyword(s):

Forecasting Returns

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Forecasting Returns: New European Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.2172125 ◽

2012 ◽

Author(s):

Steven J. Jordan ◽

Andrew Vivian ◽

Mark E. Wohar

Keyword(s):

Forecasting Returns

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Forecasting returns in the VIX futures market

International Journal of Forecasting ◽

10.1016/j.ijforecast.2019.01.009 ◽

2019 ◽

Vol 35 (4) ◽

pp. 1193-1210 ◽

Author(s):

Nick Taylor

Keyword(s):

Futures Market ◽

Vix Futures ◽

Forecasting Returns

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FORECASTING RETURNS FOR THE STOCK EXCHANGE OF THAILAND INDEX USING MULTIPLE REGRESSION BASED ON PRINCIPAL COMPONENT ANALYSIS

Journal of Mathematics and Statistics ◽

10.3844/jmssp.2013.29.37 ◽

2013 ◽

Vol 9 (1) ◽

pp. 29-37

Author(s):

Sopipan

Keyword(s):

Principal Component Analysis ◽

Multiple Regression ◽

Stock Exchange ◽

Principal Component ◽

Component Analysis ◽

Stock Exchange Of Thailand ◽

Forecasting Returns

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Application of Auto ARIMA Model for Forecasting Returns on Minute Wise Amalgamated Data in NSE

2017 IEEE International Conference on Computational Intelligence and Computing Research (ICCIC) ◽

10.1109/iccic.2017.8524232 ◽

2017 ◽

Author(s):

Lakshmi Yermal ◽

P. Balasubramanian

Keyword(s):

Arima Model ◽

Forecasting Returns

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Forecasting returns and risk in financial markets using linear and nonlinear models

International Journal of Forecasting ◽

10.1016/j.ijforecast.2009.01.003 ◽

2009 ◽

Vol 25 (2) ◽

pp. 215-217 ◽

Author(s):

Michael P. Clements ◽

Costas Milas ◽

Dick van Dijk

Keyword(s):

Financial Markets ◽

Nonlinear Models ◽

Linear And Nonlinear ◽

Forecasting Returns

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Identification of Factor Models for Forecasting Returns

Journal of Financial Econometrics ◽

10.1093/jjfinec/nbi011 ◽

2005 ◽

Vol 3 (2) ◽

pp. 256-281 ◽

Author(s):

M. Deistler

Keyword(s):

Factor Models ◽

Forecasting Returns

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A Comparison of Neural Networks with Time Series Models for Forecasting Returns on a Stock Market Index

Developments in Applied Artificial Intelligence - Lecture Notes in Computer Science ◽

10.1007/3-540-48035-8_4 ◽

2002 ◽

pp. 25-35 ◽

Author(s):

Juliana Yim

Keyword(s):

Neural Networks ◽

Time Series ◽

Stock Market ◽

Time Series Models ◽

Stock Market Index ◽

Market Index ◽

Forecasting Returns

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Forecasting returns in reverse logistics using GERT network theory

5th International Conference on Responsive Manufacturing - Green Manufacturing (ICRM 2010) ◽

10.1049/cp.2010.0456 ◽

2010 ◽

Author(s):

Li Zhou ◽

Jiaping Xie ◽

Yong Lin

Keyword(s):

Network Theory ◽

Reverse Logistics ◽

Gert Network ◽

Forecasting Returns

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Price Convergence and Forecasting Returns by V/P Ratio: Evidences from TSE

Journal of Scientific Research and Reports ◽

10.9734/jsrr/2013/4088 ◽

2013 ◽

Vol 2 (1) ◽

pp. 391-407

Author(s):

Javad Moradi

Keyword(s):

Price Convergence ◽

Forecasting Returns

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Does the choice of estimator matter when forecasting returns?

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2012.06.005 ◽

2012 ◽

Vol 36 (9) ◽

pp. 2632-2640 ◽

Author(s):

Joakim Westerlund ◽

Paresh Kumar Narayan

Keyword(s):

Forecasting Returns

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