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Forecasting Volatility of Emerging Stock Markets: Liner versus Non-linear GARCH Models

Article Abstract:

In forecasting the volatility of emerging stock markets, the use of the Generalized Auto Regressive Conditional Heteroscedasticity model is more successful even if stock market return series display skewed distributions.

Author: Gokcan, Suleyman
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
United States, Stock-exchange, Stock exchanges, Distribution (Probability theory)

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Forecasting and Trading Strategies Based on a Price Trend Model

Article Abstract:

Using a price trend model with assumptions, a trading rule based on these forecasts was applied to returns of the Hang Seng Index Futures in Hongkong and found to be satisfactory.

Author: Kwan, Josephine W. C., Lam, K., So, Mike K. P., Yu, Philip L. H., Kwan, Josephine W.C.
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
Stock index futures, Stochastic approximation, Hang Seng Index Futures

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Comparison of two non-parametric models for daily traffic forecasting in Hong Kong

Article Abstract:

A study on forecasting of daily vehicular traffic in Hong Kong, using non-parametric regression and Gaussian maximum likelihood models, is discussed.

Author: William H. K. Lam, Mei-Lam Tam, Y.F. Tank
Publisher: John Wiley & Sons, Inc.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2006
Forecasts, trends, outlooks, Market trend/market analysis, Traffic flow, Random noise theory

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Subjects list: Statistical Data Included, Forecasts and trends, Comparative analysis, Business forecasting, Usage, Hong Kong
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