Forecasting stock market volatility: Further international evidence
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- 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.
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- 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.
- 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.
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KeywordsStock market volatility; forecasting; forecast evaluation;
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