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Nonlinear predictability of stock returns using financial and economic variables

Qi, Min - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 4, pp. 419-429

Persistent link: https://www.econbiz.de/10001412850

Unobserved systematic risk factor and default prediction

Qi, Min; Zhang, Xiaofei; Zhao, Xinlei - In: Journal of banking & finance 49 (2014), pp. 216-227

Persistent link: https://www.econbiz.de/10010508040

Nonlinear prediction of exchange rates with monetary fundamentals

Qi, Min; Wu, Yangru - In: Journal of empirical finance 10 (2003) 5, pp. 623-640

Persistent link: https://www.econbiz.de/10001806976

Economic factors and the stock market : a new perspective

Qi, Min; Maddala, Gangadharrao S. - In: Journal of forecasting 18 (1999) 3, pp. 151-166

Persistent link: https://www.econbiz.de/10001433673

Forecasting consumer credit card adoption : what can we learn about the utility function?

Qi, Min; Yang, Sha - In: International journal of forecasting 19 (2003) 1, pp. 71-85

Persistent link: https://www.econbiz.de/10001735033

Predicting consumer retail sales using neural networks

Zhang, G. Peter; Qi, Min - In: Neural networks in business: techniques and applications, (pp. 26-40). 2003

Persistent link: https://www.econbiz.de/10001762768

Unobservable Systematic Risk Factor and Default Prediction

Qi, Min; Xiaofei, Zhang; Zhao, Xinlei Shelly - 2022

We examine the impact of the unobservable systematic risk factor on default prediction model performance. We find that including the unobservable systematic risk factor might help improve predictive accuracy, but it might not help improve rank ordering of firms by default risk. Rank ordering is...

Persistent link: https://www.econbiz.de/10013492338