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Do industry returns predict the stock market? : A reprise using the random forest
Ciner, Cetin - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 152-158
Persistent link: https://www.econbiz.de/10012176169
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An extended regularized Kalman filter based on Genetic Algorithm : application to dynamic asset pricing models
Jiang, Minqi; Liu, Jiapeng; Zhang, Lu - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 28-44
Persistent link: https://www.econbiz.de/10012655014
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Parameter behavioral finance model of investor groups based on statistical approaches
Zhuo, Jinwu; Li, Xinmiao; Yu, Changrui - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 74-79
Persistent link: https://www.econbiz.de/10012655189
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Estimating the output gap in real time : a factor model approach
Aastveit, Knut Are; Trovik, Tørres - In: The quarterly review of economics and finance : journal … 54 (2014) 2, pp. 180-193
Persistent link: https://www.econbiz.de/10010466564
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A note on forecasting the prices of gold and silver : asymmetric loss and forecast rationality
Pierdzioch, Christian; Ruelke, Jan-Christoph; … - In: The quarterly review of economics and finance : journal … 53 (2013) 3, pp. 294-301
Persistent link: https://www.econbiz.de/10010240949
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When was the US housing downturn predictable? : a comparison of univariate forecasting methods
Zietz, Joachim; Traian, Anca - In: The quarterly review of economics and finance : journal … 54 (2014) 2, pp. 271-281
Persistent link: https://www.econbiz.de/10010467333
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Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach
Salisu, Afees A.; Gupta, Rangan; Bouri, Elie - In: The quarterly review of economics and finance : journal … 88 (2023), pp. 303-314
Persistent link: https://www.econbiz.de/10014428077
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The role of the COVID-19 pandemic in US market volatility : evidence from the VIX index
Apergēs, Nikolaos; Mustafa, Ghulam; Malik, Shafaq - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 27-35
Persistent link: https://www.econbiz.de/10014428131
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Do foreign investors stimulate or inhibit stock market development in Latin America?
Hargis, Kent - In: The quarterly review of economics and finance : journal … 38 (1998) 3, pp. 303-318
Persistent link: https://www.econbiz.de/10001338251
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Using nonlinear dynamics to test for market efficiency among the major US stock exchanges
Kohers, Theodor - In: The quarterly review of economics and finance : journal … 37 (1997) 2, pp. 523-545
Persistent link: https://www.econbiz.de/10001226128