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A boosting approach to forecasting gold and silver returns : economic and statistical forecast evaluation
Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Applied economics letters 23 (2016) 4/6, pp. 347-352
Persistent link: https://www.econbiz.de/10011430599
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The mortgage spread as a predictor of real-time economic activity
Hännikäinen, Jari - In: Applied economics letters 23 (2016) 1/3, pp. 112-116
Persistent link: https://www.econbiz.de/10011414443
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The out-of-sample performance of an exact median-unbiased estimator for the near-unity AR(1) model
Medel, Carlos A.; Pincheira, Pablo - In: Applied economics letters 23 (2016) 1/3, pp. 126-131
Persistent link: https://www.econbiz.de/10011414456
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The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns
Wang, Ruina; Li, Jinfang - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013187642
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Applications of machine learning for corporate bond yield spread forecasting
Kim, Jong-Min; Kim, Dong H.; Jung, Hojin - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013188180
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A note on oil price shocks and the forecastability of gold realized volatility
Demirer, Rıza; Gupta, Rangan; Pierdzioch, Christian; … - In: Applied economics letters 28 (2021) 21, pp. 1889-1897
Persistent link: https://www.econbiz.de/10012697706
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Assessment of time-varying systemic risk in credit default swap indices : simultaneity and contagiousness
Choe, Geon Ho; Choi, So Eun; Jang, Hyun Jin - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012666122
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Is average correlation related to expected returns : evidence from global markets
Peterburgsky, Stanley; Baek, Seungho - In: Applied economics letters 28 (2021) 9, pp. 731-736
Persistent link: https://www.econbiz.de/10012501604
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Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Al-Jarrah, … - In: The North American journal of economics and finance : a … 49 (2019), pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
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Forecasting Canadian mortgage rates
Sadorsky, Perry A. - In: Applied economics letters 23 (2016) 10/12, pp. 822-825
Persistent link: https://www.econbiz.de/10011628582