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Predicting bond betas using macro-finance variables
Aslanidis, Nektarios; Christiansen, Charlotte; … - In: Finance research letters 29 (2019), pp. 193-199
Persistent link: https://www.econbiz.de/10012418702
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A parsimonious quantile regression model to forecast day-ahead value-at-risk
Haugom, Erik; Ray, Rina; Ullrich, Carl J.; Veka, Steinar; … - In: Finance research letters 16 (2016), pp. 196-207
Persistent link: https://www.econbiz.de/10011656176
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Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios; Gupta, Rangan; Majumdar, Anandamayee - In: Finance research letters 18 (2016), pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
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Climate change concerns and macroeconomic condition predictability
Enwo-Irem, Imaculata Nnenna; Urom, Christian - In: Finance research letters 60 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014490248
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Complete subset averaging methods in corporate bond return prediction
Cheng, Tingting; Jiang, Shan; Zhao, Albert Bo; Jia, Zhimin - In: Finance research letters 54 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014472688
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Validating intra-day risk premium in cross-sectional return curves
Zhao, Yuqian - In: Finance research letters 43 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10014633505
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Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu; Liang, Chao; Li, Yan; Zhang, Xunhui; Wei, Guiwu - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
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Assessing machine learning for forecasting economic risk : evidence from an expanded Chinese financial information set
Duan, Yuejiao; Goodell, John W.; Li, Haoran; Li, Xinming - In: Finance research letters 46 (2022) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10013341317
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Credit default prediction of Chinese real estate listed companies based on explainable machine learning
Ma, Yuanyuan; Zhang, Pingping; Duan, Shaodong; Zhang, … - In: Finance research letters 58 (2023) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10014581644
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The prediction of price gap anomaly in Chinese stock market : evidence from the dependent functional logit model
Su, Zhifang; Bao, Haohua; Li, Qifang; Xu, Boyu; Cui, Xin - In: Finance research letters 47 (2022) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10013553704