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Persistent link: https://www.econbiz.de/10012170622

Exchange rate prediction redux : new models, new data, new currencies

Cheung, Yin-Wong; Chinn, Menzie David; Garcia Pascual, … - 2017

Previous assessments of nominal exchange rate determination, following Meese and Rogoff (1983) have focused upon a narrow set of models. Cheung et al. (2005) augmented the usual suspects with productivity based models, and "behavioral equilibrium exchange rate" models, and assessed performance...

Persistent link: https://www.econbiz.de/10011637474

Exchange rate prediction redux : new models, new data, new currencies

Cheung, Yin-Wong; Chinn, Menzie David; Garcia Pascual, … - 2017

Persistent link: https://www.econbiz.de/10011641004

Forecasting oil price volatility : forecast combination versus shrinkage method

Zhang, Yaojie; Wei, Yu; Zhang, Yi; Jin, Daxiang - In: Energy economics 80 (2019), pp. 423-433

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Asymmetric multivariate HAR models for realized covariance matrix : a study based on volatility timing strategies

Qu, Hui; Zhang, Yi - In: Economic modelling 106 (2022), pp. 1-13

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A transfer learning CNN-LSTM network-based production progress prediction approach in IIoT-enabled manufacturing

Liu, Changchun; Zhu, Haihua; Tang, Dunbing; Nie, Qingwei; … - In: International journal of production research 61 (2023) 12, pp. 4045-4068

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Predicting cryptocurrency returns for real-world investments : a daily updated and accessible predictor

He, Mengxi; Shen, Lihua; Zhang, Yaojie; Zhang, Yi - In: Finance research letters 58 (2023) 1, pp. 1-6

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Exchange rate prediction redux : new models, new data, new currencies

Cheung, Yin-Win; Chinn, Menzie David; Garcia Pascual, … - In: Journal of international money and finance 95 (2019), pp. 332-362

Persistent link: https://www.econbiz.de/10012139586

Topic analysis and forecasting for science, technology and innovation : methodology with a case study focusing on big data research

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Forecasting technical emergence : an introduction

Zhang, Yi; Porter, Alan L.; Chiavetta, Denise; Newman, … - In: Technological forecasting & social change : an … 146 (2019), pp. 626-627

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