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The predictive power of the business and bank sentiment of firms : a high-dimensional Granger causality approach
Wilms, Ines; Gelper, Sarah; Croux, Christophe - In: European journal of operational research : EJOR 254 (2016) 1, pp. 138-147
Persistent link: https://www.econbiz.de/10011503231
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Sparse regression for large data sets with outliers
Bottmer, Lea; Croux, Christophe; Wilms, Ines - In: European journal of operational research : EJOR 297 (2022) 2, pp. 782-794
Persistent link: https://www.econbiz.de/10013259938
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Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca; Croux, Christophe; Wilms, Ines - In: Energy economics 85 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
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Multivariate volatility forecasts for stock market indices
Wilms, Ines; Rombouts, Jeroen V. K.; Croux, Christophe - In: International journal of forecasting 37 (2021) 2, pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
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The predictive power of the business and bank sentiment of firms : a high-dimensional Granger Causality approach
Wilms, I.; Gelper, Sarah; Croux, Christophe - 2015
Persistent link: https://www.econbiz.de/10011646403
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Lasso-based forecast combinations for forecasting realized variances
Wilms, I.; Rombouts, Jeroen V. K.; Croux, Christophe - 2016
Persistent link: https://www.econbiz.de/10011671077
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Forecasting using sparse cointegration
Wilms, Ines; Croux, Christophe - In: International journal of forecasting 32 (2016) 4, pp. 1256-1267
Persistent link: https://www.econbiz.de/10011622146