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How predictable are equity covariance matrices? : evidence from high-frequency data for four markets
Buckle, Michael J.; Chen, Jing; Williams, Julian - In: Journal of forecasting 33 (2014) 7, pp. 542-557
Persistent link: https://www.econbiz.de/10011282861
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Robust estimation of conditional variance of time series using density power divergences
Park, Jin‐Hong; Sriram, T. N. - In: Journal of forecasting 36 (2017) 6, pp. 703-717
Persistent link: https://www.econbiz.de/10011861411
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The importance of the macroeconomic variables in forecasting stock return variance : a GARCH-MIDAS approach
Asgharian, Hossein; Hou, Ai Jun; Javed, Farrukh - In: Journal of forecasting 32 (2013) 7, pp. 600-612
Persistent link: https://www.econbiz.de/10010202170
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Forecasting value at risk and expected shortfall using high-frequency data of domestic and international stock markets
Wang, Man; Cheng, Yihan - In: Journal of forecasting 41 (2022) 8, pp. 1595-1607
Persistent link: https://www.econbiz.de/10013465725
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Evaluating volatility and interval forecasts
Taylor, James W. - In: Journal of forecasting 18 (1999) 2, pp. 111-128
Persistent link: https://www.econbiz.de/10001368220
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A simple linear regression approach to modeling and forecasting mortality rates
Lin, Tzuling; Tsai, Cary Chi-Liang - In: Journal of forecasting 34 (2015) 7, pp. 543-559
Persistent link: https://www.econbiz.de/10011390452
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Forecasting daily and monthly exchange rates with machine learning techniques
Plakandaras, Vasilios; Papadimitriou, Theophilos; … - In: Journal of forecasting 34 (2015) 7, pp. 560-573
Persistent link: https://www.econbiz.de/10011390457
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Forecasting inflation rates using daily data : a nonparametric midas approach
Breitung, Jörg; Roling, Christoph - In: Journal of forecasting 34 (2015) 7, pp. 588-603
Persistent link: https://www.econbiz.de/10011390487
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Predicting stock return volatility : can we benefit from regression models for return intervals?
Fischer, Henning; Blanco-Fernández, Ángela; Winker, Peter - In: Journal of forecasting 35 (2016) 2, pp. 113-146
Persistent link: https://www.econbiz.de/10011580244
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Nonparametric quantile regression-based classifiers for bankruptcy forecasting
Lorca, Pedro; Landajo, Manuel; Andrés Suárez, Javier de - In: Journal of forecasting 33 (2014) 2, pp. 124-133
Persistent link: https://www.econbiz.de/10010424866