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Why use Markov-switching models in exchange rate prediction?

Lee, Hsiu-yun; Chen, Show-lin - In: Economic modelling 23 (2006) 4, pp. 662-668

Persistent link: https://www.econbiz.de/10003353917

Nominal exchange-rate prediction : evidence from a nonlinear approach

Wu, Jyh-lin; Chen, Show-lin - In: Journal of international money and finance 20 (2001) 4, pp. 521-532

Persistent link: https://www.econbiz.de/10001598625

Real exchange-rate prediction over short horizons

Wu, Jyh-lin; Chen, Show-lin - In: Review of international economics 9 (2001) 3, pp. 401-413

Persistent link: https://www.econbiz.de/10001606338

Stock market openness and analyst forecast bias

Chen, Shenglan; Lin, Bingxuan; Lu, Rui; Ma, Hui - In: Journal of accounting and public policy 40 (2021) 6, pp. 1-20

Persistent link: https://www.econbiz.de/10013204805

Financial information and macroeconomic forecasts

Chen, Sophia; Rancière, Romain - In: International journal of forecasting 35 (2019) 3, pp. 1160-1174

Persistent link: https://www.econbiz.de/10012305242

Prognose mit nichtparametrischen Verfahren

Härdle, Wolfgang; Schulz, Rainer; Wang, Weining - 2010

Persistent link: https://www.econbiz.de/10008663388

Forecasting-based SKU classification

Heinecke, Georg; Syntetos, Aris A.; Wang, W. - In: International journal of production economics 143 (2013) 2, pp. 455-462

Persistent link: https://www.econbiz.de/10009755485

A loan default discrimination model using cost-sensitive support vector machine improved by PSO

Cao, Jie; Lu, Hongke; Wang, Weiwei; Wang, Jian - In: Information technology and management 14 (2013) 3, pp. 193-204

Persistent link: https://www.econbiz.de/10010196427

Concept-based Bayesian model averaging and growth empirics

Magnus, Jan R.; Wang, Wendun - In: Oxford bulletin of economics and statistics 76 (2014) 6, pp. 874-897

Persistent link: https://www.econbiz.de/10010474809

The forecast combination puzzle : a simple theoretical explanation

Claeskens, Gerda; Magnus, Jan R.; Vasnev, Andrey; Wang, … - 2014

This papers offers a theoretical explanation for the stylized fact that forecast combinations with estimated optimal weights often perform poorly in applications. The properties of the forecast combination are typically derived under the assumption that the weights are fixed, while in practice...

Persistent link: https://www.econbiz.de/10010408465