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Impacts of Interval Computing on Stock Market Variability Forecasting
10 references·2 citing·42 second hop
Impacts of Interval Computing on Stock Market Variability Forecasting (2008)Impacts of Interval Computing on Stock Ma…25 years of time series forecasting (2006)25 years of time series forec…Principles of Forecasting. A Handbook for Researchers and Practitioners (2002)Principles of Forecasting. A …Prediction Intervals for Time-Series Forecasting (2001)Prediction Intervals for Time…Industry costs of equity (1997)Industry costs of equityCan we improve the perceived quality of economic forecasts? (1996)Can we improve the perceived …Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Calculating Interval Forecasts (1993)Calculating Interval ForecastsA Simple Method of Computing Prediction Intervals for Time Series Forecasts (1988)A Simple Method of Computing …Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models (2021)Forecasting crude oil price i…Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model (2018)Technical analysis based on h…MONEY, INCOME, AND CAUSALITY (1972)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Time Series Analysis: Forecasting and Control (1977)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Evaluating Interval Forecasts (1998)Standards and Practices for Forecasting (2001)Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals (2010)Real Time, Time Series Forecasting of Inter- and Intra-State Political Conflict (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)Introduction to Multiple Time Series Analysis (1993)A simulation study of artificial neural networks for nonlinear time-series forecasting (2001)Forecasting economic and financial time-series with non-linear models (2004)Neural Network-Based Uncertainty Quantification: A Survey of Methodologies and Applications (2018)Technological forecasting for decision making (1972)The functions and dysfunctions of hierarchy (2010)The tourism forecasting competition (2010)Validating an innovative real-time Delphi approach - A methodological comparison between real-time and conventional Delphi studies (2011)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Forecasting Trends in Time Series (1985)Prediction intervals for multiplicative Holt-Winters (1991)Prediction intervals for growth curve forecasts (1995)A Quantile Regression Approach to Generating Prediction Intervals (1999)Time Series Analysis Forecasting and Control (1971)Evolution of forecast disagreement in a Bayesian learning model (2008)Regime switching model of US crude oil and stock market prices: 1859 to 2013 (2015)The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach (2015)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)On the use of cross-validation for time series predictor evaluation (2012)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)Time series forecasting of petroleum production using deep LSTM recurrent networks (2018)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997Industry costs of equity5,793 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 200625 years of time series forecasting1,589 cited
  • 2002Principles of Forecasting. A Handbook for Researchers and Practitioners517 cited
  • 1993Calculating Interval Forecasts364 cited
  • 1996Can we improve the perceived quality of economic forecasts?194 cited
  • 2001Prediction Intervals for Time-Series Forecasting90 cited
  • 1988A Simple Method of Computing Prediction Intervals for Time Series Forecasts72 cited

Cited by

  • 2021Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models32 cited
  • 2018Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model29 cited

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