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Realized volatility risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - 2013
Persistent link: https://www.econbiz.de/10009784942
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Asymmetric realized volatility risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - 2014 - This version: June 2014
forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10010366935
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Approximating the DGP of China's quarterly GDP
Franses, Philip Hans; Mees, Heleen - In: Applied economics 45 (2013) 22/24, pp. 3469-3472
Persistent link: https://www.econbiz.de/10010345350
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Why is it so difficult to outperform the random walk in exchange rate forecasting?
Moosa, Imad A. - In: Applied economics 45 (2013) 22/24, pp. 3340-3346
Persistent link: https://www.econbiz.de/10010345416
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Forecasting spanish unemployment using near neighbour and neural net techniques
Olmedo, Elena - In: Computational economics 43 (2014) 2, pp. 183-197
Persistent link: https://www.econbiz.de/10010249708
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Yield curve and recession forecasting in a Machine Learning framework
Gkonkas, Periklēs; Papadimitriou, Theophilos; … - In: Computational economics 45 (2015) 4, pp. 635-645
Persistent link: https://www.econbiz.de/10011440977
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Forecasting using random subspace methods
Boot, Tom; Nibbering, Didier - 2016
provide a theoretical justification of the use of random subspace methods and show their usefulness when forecasting monthly …
Persistent link: https://www.econbiz.de/10011531132
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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
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Would information on consumer confidence have helped to predict UK household expenditure during the recent economic crisis?
Gausden, Robert; Hasan, Mohammad S. - In: Applied economics 48 (2016) 16/18, pp. 1695-1709
Persistent link: https://www.econbiz.de/10011456726
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Do commercial real estate prices have predictive content for GDP?
Franses, Philip Hans; Groot, Bert de - In: Applied economics 45 (2013) 31/33, pp. 4379-4384
Persistent link: https://www.econbiz.de/10011510560