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An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
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Forecasting copper prices with dynamic averaging and selection models
Buncic, Daniel; Moretto, Carlo - In: The North American journal of economics and finance : a … 33 (2015), pp. 1-38
Persistent link: https://www.econbiz.de/10011533586
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Predicting equity premium using dynamic model averaging : does the state-space representation matter?
Nonejad, Nima - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-34
Persistent link: https://www.econbiz.de/10012822226
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Non-linear exchange rate relationships : an automated model selection approach with indicator saturation
Stillwagon, Josh R. - In: The North American journal of economics and finance : a … 37 (2016), pp. 84-109
Persistent link: https://www.econbiz.de/10011672899
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Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift
Li, Shaoyu; Zheng, Tingguo - In: The North American journal of economics and finance : a … 40 (2017), pp. 200-221
Persistent link: https://www.econbiz.de/10011878816
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Forecasting volatility with the realized range in the presence of noise and non-trading
Bannouh, Karim; Martens, Martin; Dijk, Dick van - In: The North American journal of economics and finance : a … 26 (2013), pp. 535-551
Persistent link: https://www.econbiz.de/10010370495
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Forecasting stock index price using the CEEMDAN-LSTM model
Lin, Yu; Yan, Yan; Xu, Jiali; Liao, Ying; Ma, Feng - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012822188
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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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Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory
Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 42 (2017), pp. 393-420
Persistent link: https://www.econbiz.de/10011938140
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Efficient modelling and forecasting with range based volatility models and its application
Kok Haur Ng; Peiris, Shelton; Chan, Jennifer So-kuen; … - In: The North American journal of economics and finance : a … 42 (2017), pp. 448-460
Persistent link: https://www.econbiz.de/10011938162