Advanced Search
MyIDEAS: Login to save this article or follow this journal

Impacts of interval measurement on studies of economic variability: Evidence from stock market variability forecasting

Contents:

Author Info

  • Ling T. He
  • Chenyi Hu
Registered author(s):

    Abstract

    Purpose – The purpose of this study is to investigate the impacts of interval measured data, rather than traditional point data, on economic variability studies. Design/methodology/approach – The study uses interval measured data to forecast the variability of future stock market changes. The variability (interval) forecasts are then compared with point data-based confidence interval forecasts. Findings – Using interval measured data in stock market variability forecasting can significantly increase forecasting accuracy, compared with using traditional point data. Originality/value – An interval forecast for stock prices essentially consists of predicted levels and a predicted variability which can reduce perceived uncertainty or risk embedded in future investments, and therefore, may influence required returns and capital asset prices.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.emeraldinsight.com/Insight/viewContentItem.do;jsessionid=040FFCBAFAB47C95D6C16DCC82D01E9D?contentType=Article&contentId=1634523
    Download Restriction: Cannot be freely downloaded

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Emerald Group Publishing in its journal Journal of Risk Finance.

    Volume (Year): 8 (2007)
    Issue (Month): 5 (November)
    Pages: 489-507

    as in new window
    Handle: RePEc:eme:jrfpps:v:8:y:2007:i:5:p:489-507

    Contact details of provider:
    Web page: http://www.emeraldinsight.com

    Order Information:
    Postal: Emerald Group Publishing, Howard House, Wagon Lane, Bingley, BD16 1WA, UK
    Email:
    Web: http://www.emeraldinsight.com/jrf.htm

    Related research

    Keywords: Economic forecasting; Stock markets;

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. repec:wyi:wpaper:002040 is not listed on IDEAS
    2. Ling He & Chenyi Hu, 2009. "Impacts of Interval Computing on Stock Market Variability Forecasting," Computational Economics, Society for Computational Economics, vol. 33(3), pages 263-276, April.

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:eme:jrfpps:v:8:y:2007:i:5:p:489-507. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Louise Lister).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.