Global ETD Search
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Showing 1 to 4 of 4 for “"Returns forecasting"”.
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Analysis of the cross-section of equity returns on the JSE Securities Exchange based on linear and nonlinear modeling techniques
… style attributes and the cross-section of equity returns on the JSE Securities Exchange (JSE) over the period from 1 January 1997 to 31 December 2007. Both linear and nonlinear expected returns forecasting models are constructed based on the cross-section of equity returns. A blended approach …
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Essays on international financial markets interdependence
… four contributes to the out-of-sample’s stock returns forecasting problem and investigates both its econometric underpinnings and predictability. According to Welch and Goyal (2008) there is little or zero evidence of the effectiveness of both (in-sample and out-of-sample) models in predicting …
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A machine learning hybrid approach to forecasting equity returns volatility: A South African perspective.
… markets have been deeply interested in the forecasting of financial market return volatility. There are many methods for predicting the volatility of financial market returns, and various studies have indicated differing degrees of accuracy in this regard. Research on describing the …
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An integrated decision support framework for remanufacturing in the automotive industry
… on the ability to accurately forecast core returns from customers (e.g., dealers, distributors). There are several challenges to this, including, the volume and diversity of customers served by the supplier, differences among individual customer warehouses in returning cores, large reman …