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Enhancing the forecasting power of exchange rate models by introducing nonlinearity : does it work?
Burns, Kelly; Moosa, Imad A. - In: Economic modelling 50 (2015), pp. 27-39
Persistent link: https://www.econbiz.de/10011439608
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Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet-Brownian motions
Kast, Robert; Lapied, André; Roubaud, David - In: Economic modelling 38 (2014), pp. 495-503
Persistent link: https://www.econbiz.de/10010418987
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Is growth useful in RBC models?
Matheron, Julien - In: Economic modelling 20 (2003) 3, pp. 605-622
Persistent link: https://www.econbiz.de/10001752165
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Stochastic market modeling with Gaussian Quadratures : do rotations of Stroud's octahedron matter?
Artavia, Marco; Grethe, Harald; Zimmermann, Georg - In: Economic modelling 45 (2015), pp. 155-168
Persistent link: https://www.econbiz.de/10011334132
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Waiting times and socioeconomic status : does sample selection matter?
Sharma, Anurag; Siciliani, Luigi; Harris, Anthony H. - In: Economic modelling 33 (2013), pp. 659-667
Persistent link: https://www.econbiz.de/10010194439
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Disaggregation methods based on MIDAS regression
Guay, Alain; Maurin, Alain - In: Economic modelling 50 (2015), pp. 123-129
Persistent link: https://www.econbiz.de/10011440036
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Gold returns: Do business cycle asymmetries matter? : evidence from an international country sample
Apergēs, Nikolaos; Eleftheriou, Sophia - In: Economic modelling 57 (2016), pp. 164-170
Persistent link: https://www.econbiz.de/10011646877
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Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth
Xu, Qifa; Zhuo, Xingxuan; Jiang, Cuixia; Liu, Xi; Liu, … - In: Economic modelling 75 (2018), pp. 221-236
Persistent link: https://www.econbiz.de/10012101481
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Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa; Chen, Lu; Jiang, Cuixia; Yu, Keming - In: Economic modelling 91 (2020), pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
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An automatic bias correction procedure for volatility estimation using extreme values of asset prices
Maheswaran, S.; Kumar, Dilip - In: Economic modelling 33 (2013), pp. 701-712
Persistent link: https://www.econbiz.de/10010194420