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Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting
16 references·0 citing·33 second hop
Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting (2015)Evolving Fuzzy-GARCH Approach for Financi…Forecasting volatility of the U.S. oil market (2014)Forecasting volatility of the…Volatility forecast using hybrid Neural Network models (2013)Volatility forecast using hyb…Modeling and predicting the CBOE market volatility index (2013)Modeling and predicting the C…Insurance: Mathematics and Economics (2013)Insurance: Mathematics and Ec…Comparing the Performances of GARCH-type Models in Capturing the Stock Market Volatility in Malaysia (2013)Comparing the Performances of…A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection (2011)A multi-objective genetic alg…A hybrid modeling approach for forecasting the volatility of S&P 500 index return (2011)A hybrid modeling approach fo…Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models (2009)Forecasting S&P-100 stock ind…Realized Variance and Market Microstructure Noise (2006)Realized Variance and Market …Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyOn the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …A Theory of Intraday Patterns: Volume and Price Variability (1988)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)A Simple Approximate Long-Memory Model of Realized Volatility (2008)A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis (2018)The effect of COVID – 19 pandemic on global stock market volatility: Can economic strength help to manage the uncertainty? (2021)Artificial intelligence in Finance: a comprehensive review through bibliometric and content analysis (2024)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Expected stock returns and volatility (1987)Statistical analysis of cointegration vectors (1988)The Model-Free Implied Volatility and Its Information Content (2005)MIDAS Regressions: Further Results and New Directions (2007)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Econometric Analysis of Cross Section and Panel Data (2001)ARCH modeling in finance (1992)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Cross‐Section of Volatility and Expected Returns (2006)Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices (2017)Investor sentiment and the price of oil (2017)Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models (2019)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
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References

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  • 2009Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models

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111 cited
  • 2011A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection99 cited
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