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Applied Economics Letters Volume 11, 2004 - Issue 7
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Original Articles

A study of financial volatility forecasting techniques in the FTSE/ASE 20 index

K. Maris School of Electrical and Computer Engineering, Forecasting Systems Unit, National Technical University of Athens, 9, Iroon Polytechniou Str., 15773 Zografou Athens, Greece
,
G. Pantou School of Electrical and Computer Engineering, Forecasting Systems Unit, National Technical University of Athens, 9, Iroon Polytechniou Str., 15773 Zografou Athens, Greece
,
K. Nikolopoulos School of Electrical and Computer Engineering, Forecasting Systems Unit, National Technical University of Athens, 9, Iroon Polytechniou Str., 15773 Zografou Athens, Greece
,
E. PagourtzI School of Electrical and Computer Engineering, Forecasting Systems Unit, National Technical University of Athens, 9, Iroon Polytechniou Str., 15773 Zografou Athens, Greece
&
V. Assimakopoulos School of Electrical and Computer Engineering, Forecasting Systems Unit, National Technical University of Athens, 9, Iroon Polytechniou Str., 15773 Zografou Athens, Greece
Pages 453-457 | Published online: 16 Aug 2006

Citations (6)

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Read on this site (4)

Konstantinos Nikolopoulos. (2010) Forecasting with quantitative methods: the impact of special events in time series. Applied Economics 42:8, pages 947-955.
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Vicky Bamiatzi, Konstantinos Bozos & Konstantinos Nikolopoulos. (2010) On the predictability of firm performance via simple time-series and econometric models: evidence from UK SMEs. Applied Economics Letters 17:3, pages 279-282.
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Yi-Hsien Wang & Chin-Tsai Lin. (2008) Forecasting volatility for the stock market: a new hybrid model. International Journal of Computer Mathematics 85:11, pages 1697-1707.
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K. Maris, K. Nikolopoulos, K. Giannelos & V. Assimakopoulos. (2007) Options trading driven by volatility directional accuracy. Applied Economics 39:2, pages 253-260.
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Articles from other publishers (2)

José Dias Curto. (2021) To keep faith with homoskedasticity or to go back to heteroskedasticity? The case of FATANG stocks. Nonlinear Dynamics 104:4, pages 4117-4147.
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Chih-Hsiung Tseng, Sheng-Tzong Cheng & Yi-Hsien Wang. (2009) RETRACTED: New hybrid methodology for stock volatility prediction. Expert Systems with Applications 36:2, pages 1833-1839.
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