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Revisiting non-parametric exchange rate prediction

Gradojevic, Nikola; Caric, Marko - In: The journal of applied business research 25 (2009) 2, pp. 79-93

Persistent link: https://www.econbiz.de/10003827601

Out-of-sample comparison of Copula specifications in multivariate density forecasts

Diks, Cees G. H.; Panchenko, Valentyn; Dijk, Dick van - 2008

Persistent link: https://www.econbiz.de/10003787159

Out-of-sample comparison of copula specifications in multivariate density forecasts

Diks, Cees G. H. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003798233

Forecasting aggregate productivity using information from firm-level data

Bartelsman, Eric J.; Wolf, Zoltán - 2009

Persistent link: https://www.econbiz.de/10003851120

Modelling and forecasting liquidity supply using semiparametric factor dynamics

Härdle, Wolfgang; Hautsch, Nikolaus; Mihoci, Andrija - 2009

We model the dynamics of ask and bid curves in a limit order book market using a dynamic semiparametric factor model. The shape of the curves is captured by a factor structure which is estimated nonparametrically. Corresponding factor loadings are assumed to follow multivariate dynamics and are...