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Search: subject:"combination forecasts"
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Prognoseverfahren
16
Forecasting model
15
combination forecasts
15
Combination forecasts
9
Volatility
7
Volatilität
7
ARCH model
4
ARCH-Modell
4
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4
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4
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4
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4
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3
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3
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inflation
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inflation targeting
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leading indicators
3
out-of-sample forecasting
3
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2
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2
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2
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2
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2
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2
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Statistischer Test
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Südafrika
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Time series analysis
2
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Article
19
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7
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1
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English
20
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6
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Gupta, Rangan
6
Aye, Goodness C.
3
Balcilar, Mehmet
3
Hartley, Faaiqa
3
Majumdar, Anandamayee
3
Uluceviz, Erhan
3
Altug, Sumru
2
Clements, Adam
2
Fameliti, Stavroula P.
2
Ma, Feng
2
Zeng, Qing
2
Zhang, Yaojie
2
Ahmed, Roman A.
1
Altuğ, Sumru
1
Athanasopoulos, George
1
Becker, Ralf
1
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1
Chan, Yeung Lewis
1
Chen, Langnan
1
Chen, Zhonglu
1
Corradi, Valentina
1
Doolan, M. B.
1
Díaz, Juan
1
Fedorko, Igor
1
Gallagher, David R.
1
Hansen, Erwin
1
Hyndman, Rob J.
1
Jin, Sainan
1
Karagiannakis, Charalampos
1
Li, Xiafei
1
Liang, Chao
1
Liu, Li
1
Lyócsa, Štefan
1
Marfatia, Hardik
1
Molnár, Peter
1
Papamichael, Christos
1
Pashourtidou, Nicoletta
1
Rapach, David
1
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1
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1
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Department of Economics, Faculty of Economic and Management Sciences
2
Department of Econometrics and Business Statistics, Monash Business School
1
National Centre for Econometric Research (NCER)
1
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
1
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Applied economics
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1
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1
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1
International Journal of Production Economics
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International journal of finance & economics : IJFE
1
International journal of production economics
1
Journal of Emerging Market Finance
1
Journal of applied econometrics
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of commodity markets
1
Journal of economic studies
1
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1
Journal of forecasting
1
Koç University-TUSIAD Economic Research Forum Working Papers
1
Monash Econometrics and Business Statistics Working Papers
1
NCER Working Paper Series
1
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Spanish Economic Review
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ECONIS (ZBW)
15
RePEc
10
EconStor
1
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1
Uncertainty indices and stock market volatility predictability during the global pandemic : evidence from G7 countries
Fameliti, Stavroula P.
;
Skintz, Vasiliki D.
- In:
Applied economics
56
(
2024
)
19
,
pp. 2315-2336
Persistent link: https://www.econbiz.de/10014520768
Saved in:
2
Gold risk premium estimation with machine learning methods
Díaz, Juan
;
Hansen, Erwin
;
Cabrera, Gabriel
- In:
Journal of commodity markets
31
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477822
Saved in:
3
The financial market's ability to forecast economic growth : information from sectoral movements
Marfatia, Hardik
- In:
Journal of economic studies
50
(
2023
)
7
,
pp. 1467-1484
Persistent link: https://www.econbiz.de/10014428609
Saved in:
4
Forecasting China's stock market volatility with shrinkage method : can Adaptive Lasso select stronger predictors from numerous predictors?
Liang, Chao
;
Xu, Yongan
;
Chen, Zhonglu
;
Li, Xiafei
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3689-3699
Persistent link: https://www.econbiz.de/10014429165
Saved in:
5
Robust forecast superiority testing with an application to assessing pools of expert forecasters
Corradi, Valentina
;
Jin, Sainan
;
Swanson, Norman R.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 596-622
Persistent link: https://www.econbiz.de/10014288029
Saved in:
6
Statistical and economic performance of combination methods for forecasting crude oil price volatility
Fameliti, Stavroula P.
;
Skintzi, Vasiliki D.
- In:
Applied economics
54
(
2022
)
26
,
pp. 3031-3054
Persistent link: https://www.econbiz.de/10013171183
Saved in:
7
Combining multivariate volatility forecasts using weighted losses
Clements, Adam
;
Doolan, M. B.
-
2018
Persistent link: https://www.econbiz.de/10012431199
Saved in:
8
Forecasting the aggregate stock market volatility in a data-rich world
Liu, Li
;
Ma, Feng
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Applied economics
52
(
2020
)
32
,
pp. 3448-3463
Persistent link: https://www.econbiz.de/10012258945
Saved in:
9
Forecasting stock returns : do less powerful predictors help?
Zhang, Yaojie
;
Zeng, Qing
;
Ma, Feng
;
Shi, Benshan
- In:
Economic modelling
78
(
2019
),
pp. 32-39
Persistent link: https://www.econbiz.de/10012198825
Saved in:
10
Forecasting economic activity in sectors of the Cypriot economy
Pashourtidou, Nicoletta
;
Papamichael, Christos
; …
- In:
Cyprus economic policy review
12
(
2018
)
2
,
pp. 24-66
Persistent link: https://www.econbiz.de/10012305735
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