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Forecasting economic activity from yield curve factors
Argyropoulos, Efthymios; Tzavalis, Elias - In: The North American journal of economics and finance : a … 36 (2016), pp. 293-311
Persistent link: https://www.econbiz.de/10011672685
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Forecasting stock market returns : new technical indicators and two-step economic constraint method
Dai, Zhifeng; Dong, Xiaodi; Kang, Jie; Hong, Lianying - In: The North American journal of economics and finance : a … 53 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012642438
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Equity premium prediction and optimal portfolio decision with Bagging
Yin, Anwen - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012665108
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Optimal combination of currency strategies
Laborda, Ricardo - In: The North American journal of economics and finance : a … 43 (2018), pp. 129-140
Persistent link: https://www.econbiz.de/10012036271
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An efficient portfolio construction model using stock price predicted by support vector regression
Mishra, Sasmita; Padhy, Sudarsan - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-14
Persistent link: https://www.econbiz.de/10012203697
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Time-varying variance scaling : application of the fractionally integrated ARMA model
Chen, An-sing; Chang, Hung-Chou; Cheng, Lee-Young - In: The North American journal of economics and finance : a … 47 (2019), pp. 1-12
Persistent link: https://www.econbiz.de/10012117796
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Heterogenous beliefs with sentiments and asset pricing
Wang, Hailong; Hu, Duni - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-39
Persistent link: https://www.econbiz.de/10014225791
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A novel two-stage method for well-diversified portfolio construction based on stock return prediction using machine learning
Chen, Wei; Zhang, Haoyu; Jia, Lifen - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10014225795
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Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng; Zhang, Xiaotong; Li, Tingyu - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
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Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader; Tiwari, Aviral Kumar; Hammoudeh, Shawkat - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-35
Persistent link: https://www.econbiz.de/10013534076