A study of financial volatility forecasting techniques in the FTSE/ASE 20 index
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References listed on IDEAS
- Fildes, Robert & Hibon, Michele & Makridakis, Spyros & Meade, Nigel, 1998. "Generalising about univariate forecasting methods: further empirical evidence," International Journal of Forecasting, Elsevier, vol. 14(3), pages 339-358, September.
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- Konstantinos Nikolopoulos, 2010. "Forecasting with quantitative methods: the impact of special events in time series," Applied Economics, Taylor & Francis Journals, vol. 42(8), pages 947-955.
- Dimitrios D. Thomakos & Michail S. Koubouros, 2011.
"The Role of Realised Volatility in the Athens Stock Exchange,"
Multinational Finance Journal,
Multinational Finance Journal, vol. 15(1-2), pages 87-124, March - J.
- Dimitrios Thomakos & Michail Koubouros, 2008. "The Role of Realized Volatility in the Athens Stock Exchange," Working Papers 0020, University of Peloponnese, Department of Economics.
- K. Maris & K. Nikolopoulos & K. Giannelos & V. Assimakopoulos, 2007. "Options trading driven by volatility directional accuracy," Applied Economics, Taylor & Francis Journals, vol. 39(2), pages 253-260.
- Vicky Bamiatzi & Konstantinos Bozos & Konstantinos Nikolopoulos, 2010. "On the predictability of firm performance via simple time-series and econometric models: evidence from UK SMEs," Applied Economics Letters, Taylor & Francis Journals, vol. 17(3), pages 279-282, February.
- repec:mfj:journl:v:16:y:2011:i:1-2:p:87-124 is not listed on IDEAS
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