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The log-linear return approximation, bubbles, and predictability
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010
Persistent link: https://www.econbiz.de/10008651718
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The forecast performance of competing implied volatility measures : the case of individual stocks
Tsiaras, Leonidas - 2010
Persistent link: https://www.econbiz.de/10008651738
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Forecasting with universal approximators and a learning algorithm
Bredahl Kock, Anders - 2009
Persistent link: https://www.econbiz.de/10003849546
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Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard; Timmermann, Allan - 2012
Persistent link: https://www.econbiz.de/10009660753
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Choice of sample split in out-of-sample forecast evaluation
Hansen, Peter Reinhard; Timmermann, Allan - 2012
Persistent link: https://www.econbiz.de/10009660807
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Factor-based forecasting in the presende of outliers : are factors better selected and estimated by the median than by the mean?
Kristensen, Johannes Tang - 2012
Persistent link: https://www.econbiz.de/10009546012
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Combining long memory and level shifts in modeling and forecasting of persistent time series
Varneskov, Rasmus Tangsgaard; Perron, Pierre - 2011
Persistent link: https://www.econbiz.de/10009228960
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Utility-based forecast evaluation with multiple decision rules and a new maxmin rule
Lukas, Manuel - 2011
Persistent link: https://www.econbiz.de/10009382613
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Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Bredahl Kock, Anders; Teräsvirta, Timo - 2011
Persistent link: https://www.econbiz.de/10009267762
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Do realized skewness and kurtosis predict the cross-section of equity returns?
Amaya, Diego (contributor) - 2011
Persistent link: https://www.econbiz.de/10009385117