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Forecasting sales of new virtual goods with the Elo rating system

Yang, Lin; Dimitrov, Stanko; Mantin, Benny - In: Journal of revenue and pricing management 13 (2014) 6, pp. 457-469

Persistent link: https://www.econbiz.de/10010508102

Forecasting stock price volatility : new evidence from the GARCH-MIDAS model

Wang, Lu; Ma, Feng; Liu, Jing; Yang, Lin - In: International journal of forecasting 36 (2020) 2, pp. 684-694

Persistent link: https://www.econbiz.de/10012415334

Futures markets and the baltic dry index : a prediction study based on deep learning

Su, Miao; Nie, Yufei; Li, Jiankun; Yang, Lin; Kim, Woohyoung - In: Research in international business and finance 71 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015062083

Forecasting and Trading High Frequency Volatility on Large Indices

Liu, Fei - 2018

The present paper analyzes the forecastability and tradability of volatility on the large S&P500 index and the liquid SPY ETF, VIX index and VXX ETN. Even though there is already a huge array of literature on forecasting high frequency volatility, most publications only evaluate the forecast in...

Persistent link: https://www.econbiz.de/10012935482

Bayesian Value-at-Risk backtesting : the case of annuity pricing

Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; … - In: European journal of operational research : EJOR 293 (2021) 2, pp. 786-801

Persistent link: https://www.econbiz.de/10012513273

Forecasting and trading high frequency volatility on large indices

Liu, Fei; Pantelous, Athanasios A.; Mettenheim, … - In: Quantitative finance 18 (2018) 5, pp. 737-748

Persistent link: https://www.econbiz.de/10011907914

Mortality effects of temperature changes in the United Kingdom

Seklecka, Malgorzata; Pantelous, Athanasios A.; O'Hare, … - In: Journal of forecasting 36 (2017) 7, pp. 824-841

Persistent link: https://www.econbiz.de/10011860753

Performance of technical trading rules : evidence from the crude oil market

Psaradellis, Ioannis; Laws, Jason; Pantelous, Athanasios A. - In: The European journal of finance 25 (2019) 17, pp. 1793-1815

Persistent link: https://www.econbiz.de/10012207149

Univariate and multivariate claims reserving with generalized link ratios

Portugal, Luís; Pantelous, Athanasios A.; Verrall, Richard - In: Insurance / Mathematics & economics 97 (2021), pp. 57-67

Persistent link: https://www.econbiz.de/10012491961

Using the pension multiple to measure retirement outcomes

Minney, Aaron; Zhu, Zili; Guo, Ying; Li, Jiaming; … - In: Finance research letters 49 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013479606