منابع مشابه
Do macrofactors help forecasting stock market volatility?∗
This study examines several dynamic heteroskedastic factor model specifications to test for the confidence set of model parametrizations that best incorporate economy-wide information for forecasting stock market volatility. To this end, diffusion indices (i.e. factors) are distilled from two large sets of US excess stock returns and macroeconomic variables. Using 40 years of data, the main emp...
متن کاملStock Market Forecasting Techniques: a Survey
This paper surveys recent literature in the area of Neural Network, Data Mining, Hidden Markov Model and Neuro-Fuzzy system used to predict the stock market fluctuation. Neural Networks and Neuro-Fuzzy systems are identified to be the leading machine learning techniques in stock market index prediction area. The Traditional techniques are not cover all the possible relation of the stock price f...
متن کاملForecasting Stock Market Volatility: Further International Evidence
This paper evaluates the out-of-sample forecasting accuracy of eleven models for monthly volatility in fifteen stock markets. Volatility is defined as within-month standard deviation of continuously compounded daily returns on the stock market index of each country for the ten-year period 1988 to 1997. The first half of the sample is retained for the estimation of parameters while the second ha...
متن کاملForecasting methods and stock market analysis
The paper briefly analysis the methods used in forecasting of the stock market quotations, from the classic methods, used by the fundamentalists and chartist annalists, to the newest methods. The practical situations, where the analyzed methods are suitable, are also indicated.
متن کاملStock Market Forecasting Techniques: Literature Survey
The goal of this paper is to study different techniques to predict stock price movement using the sentiment analysis from social media, data mining. In this paper we will find efficient method which can predict stock movement more accurately. Social media offers a powerful outlet for people’s thoughts and feelings it is an enormous ever-growing source of texts ranging from everyday observations...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 1931
ISSN: 0162-1459
DOI: 10.2307/2277963