Stock markets and exchange rate behavior of the BRICS.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 8, p. 1581, doi. 10.1002/for.2795
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2021 AND VI 40 AND IP 8
Results: 13
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On stock volatility forecasting based on text mining and deep learning under high‐frequency data.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 8, p. 1596, doi. 10.1002/for.2794
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- Publication type:
- Article
3
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work.
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- Journal of Forecasting, 2021, v. 40, n. 8, p. 1566, doi. 10.1002/for.2783
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- Article
4
Multisource evidence theory‐based fraud risk assessment of China's listed companies.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 8, p. 1524, doi. 10.1002/for.2782
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- Publication type:
- Article
5
Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 8, p. 1501, doi. 10.1002/for.2781
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- Publication type:
- Article
6
Time series forecasting methods for the Baltic dry index.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 8, p. 1540, doi. 10.1002/for.2780
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- Article
7
Forecasting stock return volatility using a robust regression model.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 8, p. 1463, doi. 10.1002/for.2779
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- Article
8
Predicting stock market volatility based on textual sentiment: A nonlinear analysis.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 8, p. 1479, doi. 10.1002/for.2777
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- Publication type:
- Article
9
Conditional covariance matrix forecast using the hybrid exponentially weighted moving average approach.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 8, p. 1398, doi. 10.1002/for.2776
- Publication type:
- Article
10
The reliability of geometric Brownian motion forecasts of S&P500 index values.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 8, p. 1444, doi. 10.1002/for.2775
- Publication type:
- Article
11
Systemic risk and macroeconomic forecasting: A globally applicable copula‐based approach.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 8, p. 1420, doi. 10.1002/for.2774
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- Article
12
Scheduled macroeconomic news announcements and Forex volatility forecasting.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 8, p. 1379, doi. 10.1002/for.2773
- Publication type:
- Article
13
Issue Information.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 8, p. 1377, doi. 10.1002/for.2707
- Publication type:
- Article