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Conditional density forecast of China's energy demand via QRNN model
Cao, Shubo; Xu, Qifa; Jiang, Cuixia; He, Yaoyao - In: Applied economics letters 25 (2018) 12, pp. 867-875
Persistent link: https://www.econbiz.de/10012130465
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On the directional accuarcy of survey forecasts : the case of gold and silver
Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - In: Applied economics letters 20 (2013) 10/12, pp. 1127-1129
Persistent link: https://www.econbiz.de/10010197013
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Forecasting exchange rates using local regression
Alvarez-Diaz, Marcos; Alvarez, Alberto - In: Applied economics letters 17 (2010) 4/6, pp. 509-514
Persistent link: https://www.econbiz.de/10003980144
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Cross-sectional stock return analysis using support vector regression
Liu, Jie; Hu, Zaixia; Tan, Shaohua - In: Applied economics letters 17 (2010) 1/3, pp. 71-74
Persistent link: https://www.econbiz.de/10003946039
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Detecting time-variation in corporate bond index returns : a smooth transition regression model
Chen, XiaoHua; Maringer, Dietmar G. - In: Journal of banking & finance 35 (2011) 1, pp. 95-103
Persistent link: https://www.econbiz.de/10009244436
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Does speculation Granger cause return in Chinese commodity markets?
Hu, Weigang; Feng, Yun - In: Applied economics letters 23 (2016) 4/6, pp. 294-297
Persistent link: https://www.econbiz.de/10011430469
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Combination forecasts of tourism demand with machine learning models
Claveria, Oscar; Monte, Enric; Torra, Salvador - In: Applied economics letters 23 (2016) 4/6, pp. 428-431
Persistent link: https://www.econbiz.de/10011430763
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Oil prices, US stock return, and the dependence between their quantiles
Sim, Nicholas; Zhou, Hongtao - In: Journal of banking & finance 55 (2015), pp. 1-8
Persistent link: https://www.econbiz.de/10011377836
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Diversification and risk-adjusted performance : a quantile regression approach
Lee, Bong-soo; Li, Ming-yuan Leon - In: Journal of banking & finance 36 (2012) 7, pp. 2157-2173
Persistent link: https://www.econbiz.de/10009629612
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Forecasting the return distribution using high-frequency volatility measures
Hua, Jian; Manzan, Sebastiano - In: Journal of banking & finance 37 (2013) 11, pp. 4381-4403
Persistent link: https://www.econbiz.de/10010247031