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Predicting financial crises with machine learning methods
Liu, Lanbiao; Chen, Chen; Wang, Bo - In: Journal of forecasting 41 (2022) 5, pp. 871-910
Persistent link: https://www.econbiz.de/10013287882
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Forecasting unemployment in the euro area with machine learning
Gkonkas, Periklēs; Papadimitriou, Theophilos; … - In: Journal of forecasting 41 (2022) 3, pp. 551-566
Persistent link: https://www.econbiz.de/10013166160
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Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying; Lien, Da-hsiang Donald - In: Journal of forecasting 41 (2022) 2, pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
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Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 41 (2022) 2, pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
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Forecasting the volatility of agricultural commodity futures : the role of co-volatility and oil volatility
Marfatia, Hardik A.; Ji, Qiang; Luo, Jiawen - In: Journal of forecasting 41 (2022) 2, pp. 383-404
Persistent link: https://www.econbiz.de/10012817783
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Singular spectrum analysis for value at risk in stochastic volatility models
Arteche, Josu; García-Enríquez, Javier - In: Journal of forecasting 41 (2022) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10012796265
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Dendritic neuron model neural network trained by modified particle swarm optimization for time-series forecasting
Yilmaz, Ayse; Yolcu, Ufuk - In: Journal of forecasting 41 (2022) 4, pp. 793-809
Persistent link: https://www.econbiz.de/10013287860
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Cryptocurrency exchanges : predicting which markets will remain active
Milunovich, George; Lee, Seung Ah - In: Journal of forecasting 41 (2022) 5, pp. 945-955
Persistent link: https://www.econbiz.de/10013287889
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Limited memory predictors based on polynomial approximation of periodic exponentials
Dokuchaev, Nikolai - In: Journal of forecasting 41 (2022) 5, pp. 1037-1045
Persistent link: https://www.econbiz.de/10013287898
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Forecasting with micro panels : the case of health care costs
Fiebig, Denzil G.; Johar, Meliyanni - In: Journal of forecasting 36 (2017) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10011725711