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Forecasting the variance of stock index returns using jumps and cojumps
Clements, Ada; Liao, Yin - In: International journal of forecasting 33 (2017) 3, pp. 729-742
Persistent link: https://www.econbiz.de/10011746201
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A novel cluster HAR-type model for forecasting realized volatility
Yao, Xingzhi; Izzeldin, Marwan; Li, Zhenxiong - In: International journal of forecasting 35 (2019) 4, pp. 1318-1331
Persistent link: https://www.econbiz.de/10012305326
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Factor models for large and incomplete data sets with unknown group structure
Camacho, Maximo; López-Buenache, Germán - In: International journal of forecasting 39 (2023) 3, pp. 1205-1220
Persistent link: https://www.econbiz.de/10014465266
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Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods
Kim, Hyun Hak; Swanson, Norman R. - In: International journal of forecasting 34 (2018) 2, pp. 339-354
Persistent link: https://www.econbiz.de/10012030940
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A two-stage segment and prediction model for mortgage prepayment prediction and management
Liang, Te-Hsin; Lin, Jian-Bang - In: International journal of forecasting 30 (2014) 2, pp. 328-343
Persistent link: https://www.econbiz.de/10010510905
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Evaluating alternative models of trend inflation
Clark, Todd E.; Doh, Taeyoung - In: International journal of forecasting 30 (2014) 3, pp. 426-448
Persistent link: https://www.econbiz.de/10010511578
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Forecasting systemic impact in financial networks
Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - In: International journal of forecasting 30 (2014) 3, pp. 781-794
Persistent link: https://www.econbiz.de/10010515583
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Improving the power of the Diebold-Mariano-West test for least squares predictions
Mayer, Walter James; Liu, Feng; Dang, Xin - In: International journal of forecasting 33 (2017) 3, pp. 618-626
Persistent link: https://www.econbiz.de/10011746194
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Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants
Chen, Wei; Xu, Huilin; Jia, Lifen; Gao, Ying - In: International journal of forecasting 37 (2021) 1, pp. 28-43
Persistent link: https://www.econbiz.de/10012692566
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Data snooping in equity premium prediction
Dichtl, Hubert; Drobetz, Wolfgang; Neuhierl, Andreas; … - In: International journal of forecasting 37 (2021) 1, pp. 72-94
Persistent link: https://www.econbiz.de/10012692602