𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Evaluating probabilistic forecasts of stock prices in a developing stock market

✍ Scribed by Dilek Önkal; Gülnur Muradoǧlu

Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
776 KB
Volume
74
Category
Article
ISSN
0377-2217

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An exploratory analysis of portfolio man
An exploratory analysis of portfolio managers' probabilistic forecasts of stock prices
✍ Gülnur Muradoǧlu; Dilek Önkal 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 1003 KB

This study reports the results of an experiment that examines (1) the effects of forecast horizon on the performance of probability forecasters, and (2) the alleged existence of an inverse expertise effect, i.e., an inverse relationship between expertise and probabilistic forecasting performance. Po

Performance of GARCH models in forecasti
Performance of GARCH models in forecasting stock market volatility
✍ Choo Wei Chong; Muhammad Idrees Ahmad; Mat Yusoff Abdullah 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 127 KB 👁 2 views

This paper studies the performance of GARCH model and its modi®cations, using the rate of returns from the daily stock market indices of the Kuala Lumpur Stock Exchange (KLSE) including Composite Index, Tins Index, Plantations Index, Properties Index, and Finance Index. The models are stationary GAR

Market fundamentals versus rational bubb
Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective
✍ Nathan S. Balke; Mark E. Wohar 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 469 KB

## Abstract Using Bayesian Markov chain Monte Carlo methods, we decompose the log price‐dividend ratio into a market fundamentals component and a bubble component. The market fundamentals component depends on expectations of future dividend growth and required returns, while the bubble component is

A theory of fluctuations in stock prices
A theory of fluctuations in stock prices
✍ Ángel L. Alejandro-Quiñones; Kevin E. Bassler; Michael Field; Joseph L. McCauley 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 405 KB
Relationships between Australian real es
Relationships between Australian real estate and stock market prices—a case of market inefficiency
✍ John Okunev; Patrick Wilson; Ralf Zurbruegg 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 110 KB

## Abstract This paper explores the relationship between the Australian real estate and equity market between 1980 and 1999. The results from this study show three specific outcomes that extend the current literature on real estate finance. First, it is shown that structural shifts in stock and pro