English, Article edition: Impacts of interval measurement on studies of economic variability: Evidence from stock market variability forecasting Ling T. He; Chenyi Hu

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Physical Description
  • article
Language
  • English

Edition details

Title
  • Impacts of interval measurement on studies of economic variability: Evidence from stock market variability forecasting
Author
  • Ling T. He
  • Chenyi Hu
Physical Description
  • article
Notes
  • Purpose – The purpose of this study is to investigate the impacts of interval measured data, rather than traditional point data, on economic variability studies. Design/​methodology/​approach – The study uses interval measured data to forecast the variability of future stock market changes. The variability (interval) forecasts are then compared with point data-based confidence interval forecasts. Findings – Using interval measured data in stock market variability forecasting can significantly increase forecasting accuracy, compared with using traditional point data. Originality/​value – An interval forecast for stock prices essentially consists of predicted levels and a predicted variability which can reduce perceived uncertainty or risk embedded in future investments, and therefore, may influence required returns and capital asset prices.
  • Economic forecasting, Stock markets
  • RePEc:eme:jrfpps:v:8:y:2007:i:5:p:489-507
Language
  • English
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