Forecasting stock market volatility: Further international evidence
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Spyros Missiakoulis & Dimitrios Vasiliou & Nikolaos Eriotis, 2010. "Arithmetic mean: a bellwether for unbiased forecasting of portfolio performance," Managerial Finance, Emerald Group Publishing, vol. 36(11), pages 958-968, September.
- Ercan Balaban & Charalambos Th. Constantinou, 2006. "Volatility clustering and event-induced volatility: Evidence from UK mergers and acquisitions," The European Journal of Finance, Taylor & Francis Journals, vol. 12(5), pages 449-453.
- Matei, Marius, 2010. "Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes," Working Papers of Institute for Economic Forecasting 100201, Institute for Economic Forecasting.
- Missiakoulis, Spyros & Vasiliou, Dimitrios & Eriotis, Nikolaos, 2012. "Forecasting Performance with the Harmonic Mean: Long-Term Investment Horizons in Shanghai Stock Exchange," Review of Applied Economics, Review of Applied Economics, vol. 8(1).
- Ercan Balaban & Aslı Bayar, 2005. "Stock returns and volatility: empirical evidence from fourteen countries," Applied Economics Letters, Taylor & Francis Journals, vol. 12(10), pages 603-611.
- Balaban, Ercan & Lu, Shan, 2016. "Forecasting the term structure of volatility of crude oil price changes," Economics Letters, Elsevier, vol. 141(C), pages 116-118.
- Gozgor, Giray & Nokay, Pinar, 2011. "Comparing forecast performances among volatility estimation methods in the pricing of european type currency options of USD-TL and Euro-TL," MPRA Paper 34369, University Library of Munich, Germany.
More about this item
KeywordsStock market volatility; forecasting; forecast evaluation;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:eurjfi:v:12:y:2006:i:2:p:171-188. 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: (Chris Longhurst). General contact details of provider: http://www.tandfonline.com/REJF20 .
We have no references for this item. You can help adding them by using this form .