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Forecasting stock market volatility under parameter and model uncertainty
Li, Zhao-Chen; Chi, Xie; Wang, Gang-Jin; Zhu, You; … - In: Research in international business and finance 66 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014463139
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Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes
Zhou, YanYan; Roy, Anindya - In: International journal of forecasting 22 (2006) 1, pp. 169-180
Persistent link: https://www.econbiz.de/10003283971
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A data-driven approach improves food insecurity crisis prediction
Lentz, Erin C.; Michelson, Hope; Baylis, Kathy; Zhou, Yujun - In: World development : the multi-disciplinary … 122 (2019), pp. 399-409
Persistent link: https://www.econbiz.de/10012130503
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Two-Stage bootstrap sampling for probabilistic load forecasting
Zhang, Jiawei; Wang, Yi; Sun, Mingyang; Zhang, Ning - In: IEEE transactions on engineering management : EM 69 (2022) 3, pp. 720-728
Persistent link: https://www.econbiz.de/10013287799
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The predictability of cross-sectional returns in high frequency
Wang, Yifan - In: Revista Brasileira de Finanças : RBFin 20 (2022) 1, pp. 105-126
Persistent link: https://www.econbiz.de/10013257707
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Can shorts predict returns? : a global perspective
Boehmer, Ekkehart; Huszár, Zsuzsa R.; Wang, Yanchu; … - In: The review of financial studies 35 (2022) 5, pp. 2428-2463
Persistent link: https://www.econbiz.de/10013188967
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Face value : trait impressions, performance characteristics, and market outcomes for financial analysts
Peng, Lin; Teoh, Siew Hong; Wang, Yakun; Jiawen, Yan - In: Journal of accounting research 60 (2022) 2, pp. 653-705
Persistent link: https://www.econbiz.de/10013190966
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Global oil export destination prediction : a machine learning approach
Jia, Haiying; Adland, Roar; Wang, Yuchen - In: The energy journal 42 (2021) 4, pp. 133-152
Persistent link: https://www.econbiz.de/10013170572
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Air pollution, affect, and forecasting bias : evidence from Chinese financial analysts
Dong, Rui; Fisman, Raymond; Wang, Yongxiang; Xu, Nianhang - In: Journal of financial economics 139 (2021) 3, pp. 971-984
Persistent link: https://www.econbiz.de/10012693858
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Criteria for classifying forecasting methods
Januschowski, Tim; Gasthaus, Jan; Wang, Yuyang; … - In: International journal of forecasting 36 (2020) 1, pp. 167-177
Persistent link: https://www.econbiz.de/10012406232