Similar Search Results - EconBiz

A note on: an early warning system for market inefficiency

Habibi, Reza - In: Financial internet quarterly 16 (2020) 4, pp. 35-41

Violation of the efficient market hypothesis (EMH) in a specific market may lead to construction of bubbles which is a signal of inefficiencies. Although speculative bubbles soon decay, if they exist for a long time, they will lead to financial crises. Early warning systems (EWSs) are designed...

Persistent link: https://www.econbiz.de/10012509988

Improving the power of the Diebold-Mariano-West test for least squares predictions

Mayer, Walter James; Liu, Feng; Dang, Xin - In: International journal of forecasting 33 (2017) 3, pp. 618-626

Persistent link: https://www.econbiz.de/10011746194

Metropolitan hotel sector forecast accuracy in El Paso

Walke, Adam G.; Fullerton, Thomas M. - In: Atlantic economic journal : AEJ 47 (2019) 2, pp. 179-191

Persistent link: https://www.econbiz.de/10012227843

Time varying three pass regression filter

Marcellino, Massimiliano; Dendramis, Yiannis; … - 2023

Persistent link: https://www.econbiz.de/10014383819

Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach

Wang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; … - In: Journal of forecasting 32 (2013) 8, pp. 673-684

Persistent link: https://www.econbiz.de/10010344465

The three-pass regression filter : a new approach to forecasting using many predictors

Kelly, Bryan T.; Pruitt, Seth - In: Journal of econometrics 186 (2015) 2, pp. 294-316

Persistent link: https://www.econbiz.de/10011349476

Intraday forecasts of a volatility index : functional time series methods with dynamic updating

Shang, Han Lin; Yang, Yang; Kearney, Fearghal - In: Application of operations research to financial markets, (pp. 331-354). 2019

Persistent link: https://www.econbiz.de/10012160005

Feasible generalized least squares using support vector regression

Miller, Steve; Startz, Richard - In: Economics letters 175 (2019), pp. 28-31

Persistent link: https://www.econbiz.de/10012121118

Forecasting intraday S&P 500 index returns : a functional time series approach

Shang, Han Lin - In: Journal of forecasting 36 (2017) 7, pp. 741-755

Persistent link: https://www.econbiz.de/10011860709

Complete subset least squares support vector regression

Qiu, Yue - In: Economics letters 200 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012606827

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