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Статті в журналах з теми "Stock exchanges Forecasting Econometric models"
Chlebus, Marcin, Michał Dyczko, and Michał Woźniak. "Nvidia's Stock Returns Prediction Using Machine Learning Techniques for Time Series Forecasting Problem." Central European Economic Journal 8, no. 55 (January 1, 2021): 44–62. http://dx.doi.org/10.2478/ceej-2021-0004.
Повний текст джерелаNi, Zhehan, and Weilun Chen. "A Comparative Analysis of the Application of Machine Learning Algorithms and Econometric Models in Stock Market Prediction." BCP Business & Management 34 (December 14, 2022): 879–90. http://dx.doi.org/10.54691/bcpbm.v34i.3108.
Повний текст джерелаChambi Condori, Pedro Pablo. "Financial contagion: The impact of the volatility of global stock exchanges on the Lima-Peru Stock Exchange." Economía & Negocios 1, no. 1 (June 24, 2020): 13–27. http://dx.doi.org/10.33326/27086062.2019.1.896.
Повний текст джерелаAmpomah, Ernest Kwame, Zhiguang Qin, and Gabriel Nyame. "Evaluation of Tree-Based Ensemble Machine Learning Models in Predicting Stock Price Direction of Movement." Information 11, no. 6 (June 20, 2020): 332. http://dx.doi.org/10.3390/info11060332.
Повний текст джерелаRudzkis, Rimantas, Roma Valkavičienė, and Virmantas Kvedaras. "Prediction of Baltic Sectorial Share Price Indices." Lietuvos statistikos darbai 53, no. 1 (December 20, 2014): 53–59. http://dx.doi.org/10.15388/ljs.2014.13894.
Повний текст джерелаManikandan, Narayanan, and Srinivasan Subha. "Software Design Challenges in Time Series Prediction Systems Using Parallel Implementation of Artificial Neural Networks." Scientific World Journal 2016 (2016): 1–10. http://dx.doi.org/10.1155/2016/6709352.
Повний текст джерелаSheng, Yankai, and Ding Ma. "Stock Index Spot–Futures Arbitrage Prediction Using Machine Learning Models." Entropy 24, no. 10 (October 13, 2022): 1462. http://dx.doi.org/10.3390/e24101462.
Повний текст джерелаMoћић, Брaнимир Д. "Крaткoрoчнo прeдвиђaњe принoсa бeрзaнскoг индeксa Рeпубликe Српскe (БИРС) // Short-term return forecasti ng of the Stock Exchange Index of Republic of Srpska (BIRS)". ACTA ECONOMICA 10, № 17 (10 червня 2012): 155. http://dx.doi.org/10.7251/ace1217155m.
Повний текст джерелаMarkowski, Łukasz, and Jakub Keller. "Fear Anatomy – an Attempt to Assess the Impact of Selected Macroeconomic Variables on the Variability of the VIX S&P 500 Index." Annales Universitatis Mariae Curie-Skłodowska, sectio H – Oeconomia 54, no. 2 (June 29, 2020): 41. http://dx.doi.org/10.17951/h.2020.54.2.41-51.
Повний текст джерелаRazzaq Al Rababa’a, Abdel, Zaid Saidat, and Raed Hendawi. "Forecasting stock returns on the Amman Stock Exchange: Do neural networks outperform linear regressions?" Investment Management and Financial Innovations 18, no. 4 (December 1, 2021): 280–96. http://dx.doi.org/10.21511/imfi.18(4).2021.24.
Повний текст джерелаДисертації з теми "Stock exchanges Forecasting Econometric models"
Hakim, Abdul. "Modelling the interactions across international stock, bond and foreign exchange markets." UWA Business School, 2009. http://theses.library.uwa.edu.au/adt-WU2009.0202.
Повний текст джерелаLi, Heng. "New econometrics models with applications." HKBU Institutional Repository, 2010. http://repository.hkbu.edu.hk/etd_ra/1165.
Повний текст джерелаLin, Gang. "Nesting regime-switching GARCH models and stock market volatility, returns and the business cycle /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 1998. http://wwwlib.umi.com/cr/ucsd/fullcit?p9906497.
Повний текст джерелаClayton, Maya. "Econometric forecasting of financial assets using non-linear smooth transition autoregressive models." Thesis, University of St Andrews, 2011. http://hdl.handle.net/10023/1898.
Повний текст джерелаHumpe, Andreas. "Macroeconomic variables and the stock market : an empirical comparison of the US and Japan." Thesis, St Andrews, 2008. http://hdl.handle.net/10023/464.
Повний текст джерелаMilunovich, George Economics Australian School of Business UNSW. "Modelling and valuing multivariate interdependencies in financial time series." Awarded by:University of New South Wales. School of Economics, 2006. http://handle.unsw.edu.au/1959.4/25162.
Повний текст джерелаYoldas, Emre. "Essays on multivariate modeling in financial econometrics." Diss., [Riverside, Calif.] : University of California, Riverside, 2008. http://proquest.umi.com/pqdweb?index=0&did=1663051691&SrchMode=2&sid=2&Fmt=6&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1265225972&clientId=48051.
Повний текст джерелаIncludes abstract. Title from first page of PDF file (viewed February 3, 2009). Available via ProQuest Digital Dissertations. Includes bibliographical references (p. 135-137). Includes bibliographical references (leaves ). Also issued in print.
Fodor, Bryan D. "The effect of macroeconomic variables on the pricing of common stock under trending market conditions." Thesis, Department of Business Administration, University of New Brunswick, 2003. http://hdl.handle.net/1882/49.
Повний текст джерелаTypescript. Bibliography: leaves 83-84. Also available online through University of New Brunswick, UNB Electronic Theses & Dissertations.
Yang, Wenling. "M-GARCH Hedge Ratios And Hedging Effectiveness In Australian Futures Markets." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2000. https://ro.ecu.edu.au/theses/1530.
Повний текст джерелаO'Grady, Thomas A. "The profitability of technical analysis and stock returns from a traditional and bootstrap perspective : evidence from Australia, Hong Kong, Malaysia and Thailand." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2012. https://ro.ecu.edu.au/theses/506.
Повний текст джерелаКниги з теми "Stock exchanges Forecasting Econometric models"
Zhongguo zheng quan shi chang liu dong xing yi jia ji qi wen ding xing he xiao ying ji liang yan jiu. Beijing: Zhongguo she hui ke xue chu ban she, 2011.
Знайти повний текст джерелаMercereau, Benoît. Stock markets and the real exchange rate: An intertemporal approach. [Washington, D.C.]: International Monetary Fund, African Department, 2003.
Знайти повний текст джерелаHong, Harrison G. A unified theory of underreaction, momentum trading and overreaction in asset markets. Cambridge, MA: National Bureau of Economic Research, 1997.
Знайти повний текст джерелаCochrane, John H. Where is the market going?: Uncertain facts and novel theories. Cambridge, MA: National Bureau of Economic Research, 1997.
Знайти повний текст джерелаMercereau, Benoît. The role of stock markets in current account dynamics: A time-series approach. [Washington, D.C.]: International Monetary Fund, Asia and Pacific Dept., 2004.
Знайти повний текст джерелаJung, Jeeman. One simple test of Samuelson's dictum for the stock market. Cambridge, Mass: National Bureau of Economic Research, 2002.
Знайти повний текст джерелаMercereau, Benoît. The role of stock markets in current account dynamics: Evidence from the United States. [Washington, D.C.]: International Monetary Fund, African Department, 2003.
Знайти повний текст джерелаNoh, Jaesun. A test of efficiency for the S&P 500 index option market using variance forecasts. Cambridge, Mass: National Bureau of Economic Research, 1993.
Знайти повний текст джерелаGompers, Paul A. Institutional investors and equity prices. Cambridge, MA: National Bureau of Economic Research, 1998.
Знайти повний текст джерелаFlood, Robert P. Testable implications of indeterminacies in models with rational expectations. Cambridge, MA: National Bureau of Economic Research, 1989.
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