Narrow search
Showing 1 - 10 of 228
Cover Image
A statistical recurrent stochastic volatility model for stock markets
Trong-Nghia Nguyen; Minh-Ngoc Tran; Gunawan, David; … - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 414-428
Persistent link: https://www.econbiz.de/10014448201
Cover Image
Nonlinear predictability of stock returns using financial and economic variables
Qi, Min - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 4, pp. 419-429
Persistent link: https://www.econbiz.de/10001412850
Cover Image
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
Cover Image
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
Cover Image
Text selection
Kelly, Bryan T.; Manela, Asaf; Moreira, Alan - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 859-879
Persistent link: https://www.econbiz.de/10012653195
Cover Image
Machine learning time series regressions with an application to nowcasting
Babii, Andrii; Ghysels, Eric; Striaukas, Jonas - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1094-1106
Persistent link: https://www.econbiz.de/10013539458
Cover Image
Testing for neglected nonlinearity in long-memory models
Baillie, Richard; Kapetanios, George - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 4, pp. 447-461
Persistent link: https://www.econbiz.de/10003566060
Cover Image
Hedging with linear regressions and neural networks
Ruf, Johannes; Wang, Weiguan - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1442-1454
Persistent link: https://www.econbiz.de/10013539793
Cover Image
A statistical approach to economic forecasting
Litterman, Robert Bruce - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10001007488
Cover Image
Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 309-327
Persistent link: https://www.econbiz.de/10001334393