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Linear time-varying regression with a DCC-GARCH model for volatility

Kim, Jong-Min; Jung, Hojin; Qin, Li - In: Applied economics 48 (2016) 16/18, pp. 1573-1582

Persistent link: https://www.econbiz.de/10011456689

Macroeconomic information, structural change, and the prediction of fiscal aggregates

Carriero, Andrea; Mumtaz, Haroon; Theophilopoulou, Angeliki - In: International journal of forecasting 31 (2015) 2, pp. 325-348

Persistent link: https://www.econbiz.de/10011474102

Forecasting with Bayesian multivariate vintage-based VARs

Carriero, Andrea; Clements, Michael P.; Galvão, Ana … - In: International journal of forecasting 31 (2015) 3, pp. 757-768

Persistent link: https://www.econbiz.de/10011474551

Finding Nemo: predicting movie performances by machine learning methods

Kim, Jong-Min; Xia, Leixin; Kim, Iksuk; Lee, Seungjoo; … - In: Journal of risk and financial management : JRFM 13 (2020) 5/93, pp. 1-12

forecasting the return on investment (ROI). We also attempt to compare machine learning methods including the quantile regression … model with movie performance data in terms of in-sample and out of sample forecasting. …

Persistent link: https://www.econbiz.de/10012304867

Predicting bid prices by using machine learning methods

Kim, Jong-Min; Jung, Hojin - In: Applied economics 51 (2019) 19, pp. 2011-2018

Persistent link: https://www.econbiz.de/10012196635