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How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?
Kortelainen, Mika; Paloviita, Maritta; Virén, Matti E. E. - In: Economic modelling 52 (2016), pp. 540-550
Persistent link: https://www.econbiz.de/10011642907
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Covariance estimation using high-frequency data: Sensitivities of estimation methods
Haugom, Erik; Lien, Gudbrand; Veka, Steinar; Westgaard, Sjur - In: Economic modelling 43 (2014), pp. 416-425
Persistent link: https://www.econbiz.de/10010503037
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Modeling conditional covariance for mixed-asset portfolios
Zhou, Jian - In: Economic modelling 40 (2014), pp. 242-249
Persistent link: https://www.econbiz.de/10010425651
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High-dimensional covariance forecasting based on principal component analysis of high-frequency data
Jian, Zhihong; Deng, Pingjun; Zhu, Zhican - In: Economic modelling 75 (2018), pp. 422-431
Persistent link: https://www.econbiz.de/10012101548
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Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies
Qu, Hui; Zhang, Yi - In: Economic modelling 106 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013347668
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The role of uncertainty in forecasting volatility comovements across stock markets
Bucci, Andrea; Palomba, Giulio; Rossi, Eduardo - In: Economic modelling 125 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014463541
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A new investor sentiment indicator (ISI) based on artificial intelligence : a powerful return predictor in China
Ruan, Qingsong; Wang, Zilin; Zhou, Yaping; Lv, Dayong - In: Economic modelling 88 (2020), pp. 47-58
Persistent link: https://www.econbiz.de/10012416839
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Pricing cryptocurrency options with machine learning regression for handling market volatility
Brini, Alessio; Lenz, Jimmie - In: Economic modelling 136 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014549153
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Trend-based forecast of cryptocurrency returns
Tan, Xilong; Tao, Yubo - In: Economic modelling 124 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014463299
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Improving box office projections through sentiment analysis : insights from regularization-based forecast combinations
Qiu, Yue; Zheng, Yuchen - In: Economic modelling 125 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014463641