Realized Volatility Forecasting for Stocks and Futures Indices with Rolling CEEMDAN and Machine Learning Models.
- Published in:
- Computational Economics, 2025, v. 66, n. 2, p. 1215, doi. 10.1007/s10614-024-10732-z
- By:
- Publication type:
- Article
Works matching DE "STOCK index futures"
Results: 623
1
2
'The Future of Indexing: A Mix of Art & Technology'. American Society for Indexing (ASI) 2022 conference.
- Published in:
- Indexer, 2022, v. 40, n. 3, p. 221, doi. 10.3828/indexer.2022.22
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- Publication type:
- Article
3
An empirical analysis of the impact of stock index futures trading on securities dealers' inventory risk in the NASDAQ market.
- Published in:
- Review of Financial Economics, 2002, v. 11, n. 1, p. 1, doi. 10.1016/S1058-3300(01)00036-2
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- Publication type:
- Article
4
A Combined Prediction Model for Hog Futures Prices Based on WOA-LightGBM-CEEMDAN.
- Published in:
- Complexity, 2022, p. 1, doi. 10.1155/2022/3216036
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- Publication type:
- Article
5
A deep learning-based method for predicting the emerging degree of research topics using emerging index.
- Published in:
- Scientometrics, 2024, v. 129, n. 7, p. 4021, doi. 10.1007/s11192-024-05068-2
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- Publication type:
- Article
6
High-Frequency Financial Market Simulation and Flash Crash Scenarios Analysis: An Agent-Based Modelling Approach.
- Published in:
- Journal of Artificial Societies & Social Simulation, 2024, v. 27, n. 2, p. 1, doi. 10.18564/jasss.5403
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- Publication type:
- Article
7
Stock Index Prediction Using the Variance Modeling Approach.
- Published in:
- City University Research Journal (CURJ), 2020, v. 10, n. 4, p. 487
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- Publication type:
- Article
8
Price Behavior of Stock Index Futures: Evidence from the FTSE Xinhua China A50 and H-Share Index Futures Markets.
- Published in:
- Emerging Markets Finance & Trade, 2011, v. 47, p. 61, doi. 10.2753/REE1540-496X4701S106
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- Publication type:
- Article
9
Margins and Price Limits in Taiwan's Stock Index Futures Market.
- Published in:
- Emerging Markets Finance & Trade, 2006, v. 42, n. 1, p. 62, doi. 10.2753/REE1540-496X420104
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- Publication type:
- Article
10
Designing for Future Adopters.
- Published in:
- Touchpoint, 2025, v. 16, n. 1, p. 100, doi. 10.30819/touchpoint.16-1.21
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- Publication type:
- Article
11
COVID-19 and Islamic Stock Index: Evidence of Market Behavior and Volatility Persistence.
- Published in:
- Journal of Risk & Financial Management, 2021, v. 14, n. 8, p. 1, doi. 10.3390/jrfm14080389
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- Publication type:
- Article
12
New Dataset for Forecasting Realized Volatility: Is the Tokyo Stock Exchange Co-Location Dataset Helpful for Expansion of the Heterogeneous Autoregressive Model in the Japanese Stock Market?
- Published in:
- Journal of Risk & Financial Management, 2021, v. 14, n. 5, p. 1, doi. 10.3390/jrfm14050215
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- Publication type:
- Article
13
A Stochastic Method for Optimizing Portfolios Using a Combined Monte Carlo and Markowitz Model: Approach on Python.
- Published in:
- Economics: Innovative & Economic Research Journal / Casopis za Ekonomsku Teoriju i Analizu, 2024, v. 12, n. 2, p. 113, doi. 10.2478/eoik-2024-0014
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- Publication type:
- Article
14
Optimal Pricing Model of Environmental Quality Index Futures from the Perspective of Green Finance.
- Published in:
- International Transactions on Electrical Energy Systems, 2022, p. 1, doi. 10.1155/2022/6951040
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- Publication type:
- Article
15
Forecasting VIX: The illusion of forecast evaluation criteria.
- Published in:
- Economics & Business Letters, 2023, v. 12, n. 3, p. 231, doi. 10.17811/ebl.12.3.2023.231-240
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- Publication type:
- Article
16
How High Frequency Trading Affects a Market Index.
- Published in:
- Scientific Reports, 2013, p. 1, doi. 10.1038/srep02110
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- Publication type:
- Article
17
RANDOM WALK AND PRICE CONVERGENCE IN THE COMMODITIES MARKET IN INDIA.
- Published in:
- Journal of Commerce & Accounting Research, 2023, v. 12, n. 2, p. 18
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- Publication type:
- Article
18
Stock Indices Forecast by Hybrid Model from GARCH Families: Evidence from Global Markets.
- Published in:
- Journal of Accounting, Finance & Management Strategy, 2021, v. 16, n. 1, p. 97
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- Publication type:
- Article
19
The Berkeley Program in Finance: Current Research.
- Published in:
- 1983
- Publication type:
- Excerpt
20
Trading networks.
- Published in:
- Econometrics Journal, 2017, v. 20, n. 3, p. S126, doi. 10.1111/ectj.12090
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- Publication type:
- Article
21
Indexes for motor performance assessment in job integration/reintegration of people with neuromuscular disorders: A systematic review.
- Published in:
- Frontiers in Neurology, 2022, v. 13, p. 1, doi. 10.3389/fneur.2022.968818
- By:
- Publication type:
- Article
22
Order Imbalance in the FTSE Index Futures Market: Electronic versus Open Outcry Trading.
- Published in:
- Journal of Business Finance & Accounting, 2009, v. 36, n. 1/2, p. 230, doi. 10.1111/j.1468-5957.2008.02116.x
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- Publication type:
- Article
23
The Impact of Universal Stock Futures on Feedback Trading and Volatility Dynamics.
- Published in:
- Journal of Business Finance & Accounting, 2008, v. 35, n. 1/2, p. 227, doi. 10.1111/j.1468-5957.2007.02067.x
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- Publication type:
- Article
24
Order Imbalance and Its Impact on Market Performance: Order-driven vs. Quote-driven Markets.
- Published in:
- Journal of Business Finance & Accounting, 2007, v. 34, n. 9/10, p. 1596, doi. 10.1111/j.1468-5957.2007.02038.x
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- Publication type:
- Article
25
Modelling International Price Relationships and Interdependencies Between the Stock Index and Stock Index Futures Markets of Three EU Countries: A Muitivariate Analysis.
- Published in:
- Journal of Business Finance & Accounting, 2003, v. 30, n. 5/6, p. 645, doi. 10.1111/1468-5957.05409
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- Publication type:
- Article
26
Contents and Abstracts.
- Published in:
- 2003
- Publication type:
- Abstract
27
Sources of Systematic Risk in Futures and Spot Markets: A Study of Market Integration.
- Published in:
- Journal of Business Finance & Accounting, 2000, v. 27, n. 7/8, p. 933, doi. 10.1111/1468-5957.00340
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- Publication type:
- Article
28
INTRADAY EMPIRICAL REGULARITIES IN INTEREST RATE AND EQUITY INDEX FUTURES MARKETS, AND THE EFFECT OF MACROECONOMIC ANNOUNCEMENTS.
- Published in:
- Journal of Business Finance & Accounting, 1998, v. 25, n. 7/8, p. 921, doi. 10.1111/1468-5957.00219
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- Publication type:
- Article
29
STOCK INDEX FUTURES HEDGING: HEDGE RATIO ESTIMATION, DURATION EFFECTS, EXPIRATION EFFECTS AND HEDGE RATIO STABILITY.
- Published in:
- Journal of Business Finance & Accounting, 1996, v. 23, n. 1, p. 63, doi. 10.1111/j.1468-5957.1996.tb00402.x
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- Publication type:
- Article
30
THE RELATIVE VOLATILITY OF THE MARKETS IN EQUITIES AND INDEX FUTURES.
- Published in:
- Journal of Business Finance & Accounting, 1995, v. 22, n. 2, p. 201, doi. 10.1111/j.1468-5957.1995.tb00679.x
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- Publication type:
- Article
31
ON THE DYNAMICS OF STOCK INDEX FUTURES AND INDIVIDUAL STOCK RETURNS.
- Published in:
- Journal of Business Finance & Accounting, 1995, v. 22, n. 1, p. 87, doi. 10.1111/j.1468-5957.1995.tb00673.x
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- Publication type:
- Article
32
THE OVERNIGHT AND DAILY TRANSMISSIONS OF STOCK INDEX FUTURES PRICES BETWEEN MAJOR INTERNATIONAL MARKETS.
- Published in:
- Journal of Business Finance & Accounting, 1993, v. 20, n. 5, p. 699, doi. 10.1111/j.1468-5957.1993.tb00285.x
- By:
- Publication type:
- Article
33
FUNDAMENTAL ANALYSIS AND THE STOCK MARKET.
- Published in:
- Journal of Business Finance & Accounting, 1987, v. 14, n. 1, p. 131, doi. 10.1111/j.1468-5957.1987.tb00534.x
- By:
- Publication type:
- Article
34
Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution.
- Published in:
- Journal of Business & Economic Statistics, 2019, v. 37, n. 1, p. 121, doi. 10.1080/07350015.2017.1281815
- By:
- Publication type:
- Article
35
A Realized Stochastic Volatility Model With Box–Cox Transformation.
- Published in:
- Journal of Business & Economic Statistics, 2014, v. 32, n. 4, p. 593, doi. 10.1080/07350015.2014.918544
- By:
- Publication type:
- Article
36
Testing the Continuous Semimartingale Hypothesis for the S&P 500.
- Published in:
- Journal of Business & Economic Statistics, 2006, v. 24, n. 4, p. 444, doi. 10.1198/073500106000000341
- By:
- Publication type:
- Article
37
FURTURES MARKET EFFICIENCY, THE UNBIASEDNESS HYPOTHESIS AND VARIANCE-BOUND TESTS: THE CASE OF THE FTSE-100 FUTURES CONTRACT.
- Published in:
- Bulletin of Economic Research, 1996, v. 48, n. 2, p. 115, doi. 10.1111/j.1467-8586.1996.tb00627.x
- By:
- Publication type:
- Article
38
Immigration and Recruitment in an Urban White-Winged Dove Breeding Colony.
- Published in:
- Journal of Fish & Wildlife Management, 2013, v. 4, n. 1, p. 33, doi. 10.3996/052012-JFWM-043
- By:
- Publication type:
- Article
39
Macroinvertebrate-Based Biomonitoring of Coastal Wetlands in Mediterranean Chile: Testing Potential Metrics Able to Detect Anthropogenic Impacts.
- Published in:
- Water (20734441), 2022, v. 14, n. 21, p. 3449, doi. 10.3390/w14213449
- By:
- Publication type:
- Article
40
The Roles of Alpha, Beta, and Functional Diversity Indices in the Ecological Connectivity between Two Sub-Antarctic Macrobenthic Assemblages.
- Published in:
- Diversity (14242818), 2024, v. 16, n. 7, p. 430, doi. 10.3390/d16070430
- By:
- Publication type:
- Article
41
Dönemsel Bazlı Statik ve Dinamik Portföy Koruma Stratejileri: BİST30 Örneği.
- Published in:
- International Journal of Social Inquiry, 2023, v. 16, n. 2, p. 681, doi. 10.37093/ijsi.1274592
- By:
- Publication type:
- Article
42
Incidental Diagnosis of Swyer-James-MacLeod Syndrome: A Case Report and Review of Literature.
- Published in:
- Journal of Clinical & Diagnostic Research, 2022, v. 16, n. 9, p. 12, doi. 10.7860/JCDR/2022/57135.16937
- By:
- Publication type:
- Article
43
Relationship Between the Triglyceride-Glucose Index and Type 2 Diabetic Macroangiopathy: A Single-Center Retrospective Analysis.
- Published in:
- Diabetes, Metabolic Syndrome & Obesity: Targets & Therapy, 2022, v. 15, p. 3483, doi. 10.2147/DMSO.S387040
- By:
- Publication type:
- Article
44
Intradaily relationship between information revelation and trading duration under market trends: the evidence of MSCI Taiwan stock index futures.
- Published in:
- Applied Economics Letters, 2004, v. 11, n. 8, p. 495, doi. 10.1080/1350485042000244521
- By:
- Publication type:
- Article
45
Index futures trading and spot price volatility.
- Published in:
- Applied Economics Letters, 2001, v. 8, n. 3, p. 183, doi. 10.1080/13504850150504568
- By:
- Publication type:
- Article
46
Mispricing in stock index futures contracts: evidence for the FTSE 100 and FTSE mid 250 contracts.
- Published in:
- Applied Economics Letters, 2000, v. 7, n. 12, p. 795, doi. 10.1080/135048500444822
- By:
- Publication type:
- Article
47
The impact of futures trading on underlying stock index volatility: the case of the FTSE Mid 250 contract.
- Published in:
- Applied Economics Letters, 2000, v. 7, n. 7, p. 439, doi. 10.1080/135048500351131
- By:
- Publication type:
- Article
48
Call-put signal predicts Finnish stock returns.
- Published in:
- Applied Economics Letters, 1996, v. 3, n. 10, p. 645, doi. 10.1080/135048596355853
- By:
- Publication type:
- Article
49
The predictability of Finnish stock index futures and cash returns by derivatives volume.
- Published in:
- Applied Economics Letters, 1995, v. 2, n. 10, p. 391, doi. 10.1080/758518997
- By:
- Publication type:
- Article
50
A note on forecasting the CAC 40 and DAX stock index futures.
- Published in:
- Applied Economics Letters, 1995, v. 2, n. 10, p. 327, doi. 10.1080/758518981
- By:
- Publication type:
- Article