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Del Fava, Santino; Gupta, Rangan; Pierdzioch, Christian; … - 2023

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Del Fava, Santino; Gupta, Rangan; Pierdzioch, Christian; … - In: Journal of international financial markets, … 92 (2024), pp. 1-22

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Emin, Dogus; Aytac, Aysegul - In: Eurasian economic review : a journal in applied … 6 (2016) 2, pp. 195-213

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Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - 2014

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Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - In: Journal of econometrics 192 (2016) 2, pp. 391-405

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Kunze, Frederik; Wegener, Christoph; Bizer, Kilian; … - In: Journal of international financial markets, … 48 (2017), pp. 192-205

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Anatolyev, Stanislav; Gospodinov, Nikolaj; Jamali, Ibrahim - 2015

returns. Our results suggest that the decomposition model produces higher forecast and directional accuracy than any of the …

Persistent link: https://www.econbiz.de/10011313235

Del Negro, Marco; Hasegawa, Raiden B.; Schorfheide, Frank - 2014

Persistent link: https://www.econbiz.de/10010430597

Allen, Linda; Bali, Turan G.; Tang, Yi - In: The review of financial studies 25 (2012) 10, pp. 3000-3036

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Sornette, Didier; Cauwels, Peter - 2013

history where a small event had a cataclysmic consequence, we propose a novel view of the current state of the world via the …

Persistent link: https://www.econbiz.de/10010257508