Comparison of the Global, Local and Semi-Local Chaotic Prediction Methods for Stock Markets: The Case of FTSE-100 Index by Ayşe İşi, Fatih Çemrek

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Analyzing time-different connectedness among systemic financial markets during the financial crisis and conventional era: New evidence from the VARX-DCC-MEGARCH model by Xiaoxing Liu, Khurram Shehzad

“…Moreover, during crises, only the Shanghai composite index spillovers the volatility of the FTSE 100 index. The study revealed a leverage effect for the day-wise return of the S&P 500, DAX 30, and overnight returns of the FTSE 100 index.…”
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A study on market interdependence of futures markets with its underlying assets: analysis on Europe Developed Market (United Kingdom, France, Germany) / Zahirah Hamid Ghul by Hamid Ghul, Zahirah

“…The Single Linear Regression model was applied on the weekly price stock index from 1st January 2005 until 31st December 2010.The index used in this study are FTSE 100 Index for United Kingdom, CAC 40 Index for France, while DAX Index for Germany. …”
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EMPIRICAL MODE DECOMPOSITION BASED ON THETA METHOD FOR FORECASTING DAILY STOCK PRICE by Mohammad Raquibul Hossain, Mohd Tahir Ismail

“…EMD decomposed the training data from each of the five Financial Times Stock Exchange 100 Index (FTSE 100 Index) companies’ stock price time series data into Intrinsic Mode Functions (IMF) and residue. …”
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Empirical Mode Decomposition based on Theta Method for Forecasting Daily Stock Price by Hossain, Mohammad Raquibul, Ismail, Mohd Tahir

“…EMD decomposed the training data from each of the five Financial Times Stock Exchange 100 Index (FTSE 100 Index) companies stock price time series data into Intrinsic Mode Functions (IMF) and residue. …”
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A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes by David E. Allen, Michael McAleer

“…The results of the analysis suggest that movements in the contemporaneous levels of daily S&P500 Index levels have very significant effects on the behaviour of the levels of the daily FTSE 100 Index. They also suggest that negative movements have larger impacts than do positive movements in S&P500 levels, and that long-term multiplier impacts take about 10 days to take effect. …”
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Biogeography-Based Optimization of the Portfolio Optimization Problem with Second Order Stochastic Dominance Constraints by Tao Ye, Ziqiang Yang, Siling Feng

“…As a comparison, the return of FTSE100 Index portfolio is 0.0937%. The results prove that ε BBO algorithm has great potential in the field of financial decision-making, it also shows that ε BBO algorithm has a better performance in optimization problem.…”
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The suspension of disbelief: the myth of market memories by Jiang, Lan

“…This research is in both a quantitative and qualitative form and seeks to establish whether the signals released by candlestick charting could have helped investors to earn abnormal returns over the 25 year period from 1984 to 2008. The FTSE 100 index has been chosen to represent the UK stock market as a whole. …”
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Empirical mode decomposition based on theta method for forecasting daily stock price by Hossain, Mohammad Raquibul, Ismail, Mohd Tahir

“…EMD decomposed the training data from each of the five Financial Times Stock Exchange 100 Index (FTSE 100 Index) companies’ stock price time series data into Intrinsic Mode Functions (IMF) and residue. …”
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ANALISIS SIKLUS BISNIS DAN INDIKATOR EKONOMI PENDAHULU INDONESIA TAHUN 2001:Q1-2013:Q4: METODE GROWTH RATE CYCLE by , MARTHA HINDRIYANI, , Sri Adiningsih, Prof., Dr., M.Sc.

“…The observations are quarterly data starting from the first quarter of 2001 to the fourth quarter of 2013 with constituent variables: the number of domestic departure passengers, cement consumption, stock market capitalization Indonesia, Hang Seng index, NYSE index, FTSE100 index, IHSG, and the total of export. The method used in this study is seasonally adjustment process time series in the program Census X-12 ARIMA and band-pass filter of Christiano-Fitzgerald to get the business cycle of GDP and LEI series. …”