Статті в журналах з теми "Stock exchanges Forecasting Econometric models"
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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 джерелаDritsakis, Nikolaos, and Georgios Savvas. "Forecasting Volatility Stock Return: Evidence from the Nordic Stock Exchanges." International Journal of Economics and Finance 9, no. 2 (January 11, 2017): 15. http://dx.doi.org/10.5539/ijef.v9n2p15.
Повний текст джерелаOlena Nikolaieva, Anzhela Petrova, and Rostyslav Lutsenko. "FORECASTING OF THE STOCK RATE OF LEADING WORLD COMPANIES USING ECONOMETRIC METHODS AND DCF ANALYSIS." International Journal of Innovative Technologies in Economy, no. 2(29) (May 31, 2020): 33–41. http://dx.doi.org/10.31435/rsglobal_ijite/31052020/7067.
Повний текст джерелаDutta, Goutam, Pankaj Jha, Arnab Kumar Laha, and Neeraj Mohan. "Artificial Neural Network Models for Forecasting Stock Price Index in the Bombay Stock Exchange." Journal of Emerging Market Finance 5, no. 3 (December 2006): 283–95. http://dx.doi.org/10.1177/097265270600500305.
Повний текст джерелаYAO, JINGTAO, CHEW LIM TAN, and HEAN-LEE POH. "NEURAL NETWORKS FOR TECHNICAL ANALYSIS: A STUDY ON KLCI." International Journal of Theoretical and Applied Finance 02, no. 02 (April 1999): 221–41. http://dx.doi.org/10.1142/s0219024999000145.
Повний текст джерелаChalissery, Neenu, Mosab I. Tabash, Mohamed Nishad T., and Maha Rahrouh. "Modeling asymmetric volatility of financial assets using univariate GARCH models: An Indian perspective." Investment Management and Financial Innovations 19, no. 4 (December 6, 2022): 244–59. http://dx.doi.org/10.21511/imfi.19(4).2022.20.
Повний текст джерелаBanik, Shipra, Mohammed Anwer, and A. F. M. Khodadad Khan. "Modeling Chaotic Behavior of Chittagong Stock Indices." Applied Computational Intelligence and Soft Computing 2012 (2012): 1–7. http://dx.doi.org/10.1155/2012/410832.
Повний текст джерелаJia, Fang, and Boli Yang. "Forecasting Volatility of Stock Index: Deep Learning Model with Likelihood-Based Loss Function." Complexity 2021 (February 25, 2021): 1–13. http://dx.doi.org/10.1155/2021/5511802.
Повний текст джерелаLascsáková, Marcela. "Improving Accuracy of the Numerical Model Forecasting Commodity Prices." Applied Mechanics and Materials 708 (December 2014): 251–56. http://dx.doi.org/10.4028/www.scientific.net/amm.708.251.
Повний текст джерелаAngelidis,, Dimitrios, Athanasios Koulakiotis, and Apostolos Kiohos. "Feedback Trading Strategies: The Case of Greece and Cyprus." South East European Journal of Economics and Business 13, no. 1 (June 1, 2018): 93–99. http://dx.doi.org/10.2478/jeb-2018-0006.
Повний текст джерелаMajewski, Sebastian, Waldemar Tarczynski, and Malgorzata Tarczynska-Luniewska. "Measuring investors’ emotions using econometric models of trading volume of stock exchange indexes." Investment Management and Financial Innovations 17, no. 3 (September 30, 2020): 281–91. http://dx.doi.org/10.21511/imfi.17(3).2020.21.
Повний текст джерелаShi, Chao, and Xiaosheng Zhuang. "A Study Concerning Soft Computing Approaches for Stock Price Forecasting." Axioms 8, no. 4 (October 18, 2019): 116. http://dx.doi.org/10.3390/axioms8040116.
Повний текст джерелаRawlin, Rajveer S., and Satya Surya Narayana Raju Pakalapati. "Forecasting Stock Prices of Select Indian Private Sector Banks – A Time Series Approach." SDMIMD Journal of Management 13, no. 1 (March 1, 2022): 35. http://dx.doi.org/10.18311/sdmimd/2022/29270.
Повний текст джерелаde Marcos, Rodrigo, Antonio Bello, and Javier Reneses. "Short-Term Electricity Price Forecasting with a Composite Fundamental-Econometric Hybrid Methodology." Energies 12, no. 6 (March 20, 2019): 1067. http://dx.doi.org/10.3390/en12061067.
Повний текст джерелаKhoa, Bui Thanh, and Tran Trong Huynh. "Forecasting stock price movement direction by machine learning algorithm." International Journal of Electrical and Computer Engineering (IJECE) 12, no. 6 (December 1, 2022): 6625. http://dx.doi.org/10.11591/ijece.v12i6.pp6625-6634.
Повний текст джерелаLeblang, David, and Bumba Mukherjee. "Presidential Elections and the Stock Market: Comparing Markov-Switching and Fractionally Integrated GARCH Models of Volatility." Political Analysis 12, no. 3 (2004): 296–322. http://dx.doi.org/10.1093/pan/mph020.
Повний текст джерелаBudzyńska, Anna, and Mirosław Piotr Urbanek. "Prediction of global sugar prices after abolition of EU sugar quotas." Przegląd Prawno-Ekonomiczny, no. 2 (June 17, 2021): 9–24. http://dx.doi.org/10.31743/ppe.12450.
Повний текст джерелаZhang, Fengyi, Zhigao Liao, and Hongping Hu. "Application of Multi-Input Hamacher-ANFIS Ensemble Model on Stock Price Forecast." Advances in Data Science and Adaptive Analysis 11, no. 01n02 (April 2019): 1950004. http://dx.doi.org/10.1142/s2424922x19500049.
Повний текст джерелаLukasevich, I. "Assessment and modeling of volatility in the Russian stock market: empirical study." Management and Business Administration, no. 1 (March 30, 2022): 134–49. http://dx.doi.org/10.33983/2075-1826-2022-1-134-149.
Повний текст джерелаDeJong, David N., and Charles H. Whiteman. "Modeling Stock Prices without Knowing How to Induce Stationarity." Econometric Theory 10, no. 3-4 (August 1994): 701–19. http://dx.doi.org/10.1017/s0266466600008732.
Повний текст джерелаSerrano Bautista, Ramona, and José Antonio Núñez Mora. "Value-at-risk predictive performance: a comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets." Journal of Economics, Finance and Administrative Science 26, no. 52 (November 24, 2021): 197–221. http://dx.doi.org/10.1108/jefas-03-2021-0009.
Повний текст джерелаLei, Bolin, Boyu Zhang, and Yuping Song. "Volatility Forecasting for High-Frequency Financial Data Based on Web Search Index and Deep Learning Model." Mathematics 9, no. 4 (February 5, 2021): 320. http://dx.doi.org/10.3390/math9040320.
Повний текст джерелаHuang, Chun-Kai, Venelle Pather, Jahvaid Hammujuddy, and Knowledge Chinhamu. "Extreme Risk In Resource Indices And The Generalized Logistic Distribution." Journal of Applied Business Research (JABR) 33, no. 2 (March 1, 2017): 283–96. http://dx.doi.org/10.19030/jabr.v33i2.9899.
Повний текст джерелаNandy, Ankita. "Forecasting the Movement of Renewables Stocks Using BSE Energy Index1." International Journal of Research in Science and Technology 12, no. 01 (2022): 07–18. http://dx.doi.org/10.37648/ijrst.v12i01.002.
Повний текст джерелаPetrušková, Kristína, and Erika Liptáková. "Development of electricity prices in the V4 countries and econometric model of forecasting spot electricity prices in Slovakia." Advances in Thermal Processes and Energy Transformation 3, no. 1 (2020): 14–24. http://dx.doi.org/10.54570/atpet2020/03/01/0014.
Повний текст джерелаRege, Sameer, and Samuel Gil Martín. "PORTUGUESE STOCK MARKET: A LONG-MEMORY PROCESS?" Business: Theory and Practice 12, no. 1 (March 10, 2011): 75–84. http://dx.doi.org/10.3846/btp.2011.08.
Повний текст джерелаLascsáková, Marcela. "IMPACT OF DIFFERENT PRICE MOVEMENTS ON THE ACCURACY OF NUMERICAL PRICE FORECASTING." Acta logistica 8, no. 4 (December 31, 2021): 435–43. http://dx.doi.org/10.22306/al.v8i4.250.
Повний текст джерелаGarafutdinov, Robert. "APPLICATION OF THE LONG MEMORY MODELS FOR RETURNS FORECASTING IN THE FORMATION OF INVESTMENT PORTFOLIOS." Applied Mathematics and Control Sciences, no. 2 (August 16, 2021): 171–91. http://dx.doi.org/10.15593/2499-9873/2021.2.10.
Повний текст джерелаZhang, Yuruixian, Wei Chong Choo, Yuhanis Abdul Aziz, Choy Leong Yee, Cheong Kin Wan, and Jen Sim Ho. "Effects of Multiple Financial News Shocks on Tourism Demand Volatility Modelling and Forecasting." Journal of Risk and Financial Management 15, no. 7 (June 23, 2022): 279. http://dx.doi.org/10.3390/jrfm15070279.
Повний текст джерелаMoskalenko, Valentyna, Anastasija Santalova, and Nataliia Fonta. "STUDY OF NEURAL NETWORKS FOR FORECASTING THE VALUE OF COMPANY SHARES IN AN UNSTABLE ECONOMY." Bulletin of National Technical University "KhPI". Series: System Analysis, Control and Information Technologies, no. 2 (8) (December 23, 2022): 16–23. http://dx.doi.org/10.20998/2079-0023.2022.02.03.
Повний текст джерелаHami, Mustapha El, and Ahmed Hefnaoui. "Analysis of Herding Behavior in Moroccan Stock Market." Journal of Economics and Behavioral Studies 11, no. 1(J) (March 10, 2019): 181–90. http://dx.doi.org/10.22610/jebs.v11i1(j).2758.
Повний текст джерелаJiang, Xiaoquan, and Qiang Kang. "Cross-Sectional PEG Ratios, Market Equity Premium, and Macroeconomic Activity." Journal of Accounting, Auditing & Finance 35, no. 3 (January 8, 2018): 471–500. http://dx.doi.org/10.1177/0148558x17748277.
Повний текст джерелаBuczyński, Mateusz, and Marcin Chlebus. "Comparison of Semi-Parametric and Benchmark Value-At-Risk Models in Several Time Periods with Different Volatility Levels." e-Finanse 14, no. 2 (June 1, 2018): 67–82. http://dx.doi.org/10.2478/fiqf-2018-0013.
Повний текст джерелаErcegovac, Roberto, Mario Pečarić, and Ivica Klinac. "Bank Risk Profiles and Business Model Characteristics." Journal of Central Banking Theory and Practice 9, no. 3 (September 1, 2020): 107–21. http://dx.doi.org/10.2478/jcbtp-2020-0039.
Повний текст джерелаKarmakar, Madhusudan. "Modeling Conditional Volatility of the Indian Stock Markets." Vikalpa: The Journal for Decision Makers 30, no. 3 (July 2005): 21–38. http://dx.doi.org/10.1177/0256090920050303.
Повний текст джерелаKouki, Ahmed. "IFRS and value relevance." Journal of Applied Accounting Research 19, no. 1 (February 12, 2018): 60–80. http://dx.doi.org/10.1108/jaar-05-2015-0041.
Повний текст джерелаChen, Qian, Xiang Gao, Xiaoxuan Huang, and Xi Li. "Multiple-step value-at-risk forecasts based on volatility-filtered MIDAS quantile regression: Evidence from major investment assets." Investment Management and Financial Innovations 18, no. 3 (September 20, 2021): 372–84. http://dx.doi.org/10.21511/imfi.18(3).2021.31.
Повний текст джерелаAlKhouri, Ritab, and Houda Arouri. "The effect of diversification on risk and return in banking sector." International Journal of Managerial Finance 15, no. 1 (February 4, 2019): 100–128. http://dx.doi.org/10.1108/ijmf-01-2018-0024.
Повний текст джерелаProulx, Pierre-Paul, Luce Bourgault, and Jean-François Manegre. "Candide-Cofor et la prévision de besoins en main-d’oeuvre par occupation et par industrie au Canada." Relations industrielles 32, no. 1 (April 12, 2005): 108–26. http://dx.doi.org/10.7202/028767ar.
Повний текст джерелаDomanski, Pawel D., and Mateusz Gintrowski. "Alternative approaches to the prediction of electricity prices." International Journal of Energy Sector Management 11, no. 1 (April 3, 2017): 3–27. http://dx.doi.org/10.1108/ijesm-06-2013-0001.
Повний текст джерела"Financial Forecasting Model in Developed and Developing Economies." International Journal of Recent Technology and Engineering 8, no. 3S3 (December 16, 2019): 291–96. http://dx.doi.org/10.35940/ijrte.c1067.1183s319.
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