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Financial crisis
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Forecasting
79
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Patton, Andrew J.
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1
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Economic modelling
Journal of econometrics
International journal of forecasting
162
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91
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75
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74
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30
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27
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61
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
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62
Optimal model averaging based on forward-validation
Zhang, Xiaomeng
;
Zhang, Xinyu
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471810
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63
Predictive quantile regression with mixed roots and increasing dimensions : the ALQR approach
Fan, Rui
;
Lee, Ji Hyung
;
Shin, Youngki
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014471819
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64
We modeled long memory with just one lag!
Bauwens, Luc
;
Chevillon, Guillaume
;
Laurent, Sébastien
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332326
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65
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
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66
Can Google data help predict French youth unemployment?
Fondeur, Yannick
;
Karamé, Frédéric
- In:
Economic modelling
30
(
2013
),
pp. 117-125
Persistent link: https://www.econbiz.de/10009703714
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67
Forecasting
tourism with targeted predictors in a data-rich environment
Lourenço, Nuno
;
Gouveia, Carlos Melo
;
Rua, António
- In:
Economic modelling
96
(
2021
),
pp. 445-454
Persistent link: https://www.econbiz.de/10012745452
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68
Forecasting
US yield curve using the dynamic Nelson-Siegel model with random level shift parameters
Luo, Deqing
;
Pang, Tao
;
Xu, Jiawen
- In:
Economic modelling
94
(
2021
),
pp. 340-350
Persistent link: https://www.econbiz.de/10012695028
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69
Impacts of asymmetry on
forecasting
realized volatility in Japanese stock markets
Maki, Daiki
;
Ota, Yasushi
- In:
Economic modelling
101
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012796559
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70
Volatility
forecasting
using related markets' information for the Tokyo stock exchange
Jayawardena, Nirodha I.
;
Todorova, Neda
;
Li, Bin
;
Su, Jen-je
- In:
Economic modelling
90
(
2020
),
pp. 143-158
Persistent link: https://www.econbiz.de/10012428085
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