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Predicting corporate policies using downside risk : a machine learning approach
Avramov, Doron; Li, Minwen; Wang, Hao - In: Journal of empirical finance 63 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10013258693
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Stock return prediction : stacking a variety of models
Zhao, Albert Bo; Cheng, Tingting - In: Journal of empirical finance 67 (2022), pp. 288-317
Persistent link: https://www.econbiz.de/10013464400
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Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin; Bai, Lu; He, Lidan; Liu, Zhi - In: Journal of empirical finance 73 (2023), pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
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The frequency of regime switching in financial market volatility
BenSaïda, Ahmed - In: Journal of empirical finance 32 (2015), pp. 63-79
Persistent link: https://www.econbiz.de/10011556784
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The predictive density simulation of the yield curve with a zero lower bound
Kang, Kyu Ho - In: Journal of empirical finance 33 (2015), pp. 51-66
Persistent link: https://www.econbiz.de/10011556848
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Market efficiency and learning in an artificial stock market : a perspective from Neo-Austrian economics
Benink, Harald A.; Gordillo, José Luis; Pardo, Juan Pablo - In: Journal of empirical finance 17 (2010) 4, pp. 668-688
Persistent link: https://www.econbiz.de/10009267259
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Machine learning loss given default for corporate debt
Olson, Luke M.; Qi, Min; Zhang, Xiaofei; Zhao, Xinlei - In: Journal of empirical finance 64 (2021), pp. 144-159
Persistent link: https://www.econbiz.de/10013259408
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Instability of return prediction models
Paye, Bradley S.; Timmermann, Allan - In: Journal of empirical finance 13 (2006) 3, pp. 274-315
Persistent link: https://www.econbiz.de/10003334583
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Forecasting financial crises and contagion in Asia using dynamic factor analysis
Cipollini, Andrea; Kapetanios, George - In: Journal of empirical finance 16 (2009) 2, pp. 188-200
Persistent link: https://www.econbiz.de/10003839250
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Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem; Schleicher, Christoph; Zaffaroni, Paolo - In: Journal of empirical finance 16 (2009) 2, pp. 280-305
Persistent link: https://www.econbiz.de/10003839329