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Modeling the dependence of conditional correlations on market volatility
Bauwens, Luc; Otranto, Edoardo - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 254-268
Persistent link: https://www.econbiz.de/10011691329
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In search of a job : forecasting employment growth using Google trends
Borup, Daniel; Montes Schütte, Erik Christian - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 186-200
Persistent link: https://www.econbiz.de/10012804099
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Forecasting inflation in a data-rich environment : the benefits of machine learning methods
Medeiros, Marcelo C.; Vasconcelos, Gabriel F. R.; … - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 98-119
Persistent link: https://www.econbiz.de/10012424502
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Predicting early data revisions to U.S. GDP and the effects of releases on equity markets
Clements, Michael P.; Galvão, Ana Beatriz C. - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 389-406
Persistent link: https://www.econbiz.de/10011705949
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Dynamic factors and the source of momentum profits
Yao, Tong - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 211-226
Persistent link: https://www.econbiz.de/10003675698
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On the role of risk premia in volatility forecasting
Chernov, Mikhail - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 411-426
Persistent link: https://www.econbiz.de/10003566051
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Forecasting equity premium : global historical average versus local historical average and constraints
Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 393-402
Persistent link: https://www.econbiz.de/10011390401
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Forecasting value at risk and expected shortfall using a semiparametric approach based on the asymmetric laplace distribution
Taylor, James W. - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 1, pp. 121-133
Persistent link: https://www.econbiz.de/10012176554
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Measuring nonlinear Granger causality in mean
Song, Xiaojun; Taamouti, Abderrahim - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 2, pp. 321-333
Persistent link: https://www.econbiz.de/10011895015
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Nonparametric retrospection and monitoring of predictability of financial returns
Anatolyev, Stanislav - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 149-160
Persistent link: https://www.econbiz.de/10003885745