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Modeling and forecasting the volatility of gas futures prices
Aiube, Fernando Antônio Lucena; Samanez, Carlos P.; … - In: Revista Brasileira de Finanças : RBFin 15 (2017) 4, pp. 511-535
Persistent link: https://www.econbiz.de/10012000207
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Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano; Porqueddu, Mario; Venditti, … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
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Forecasting stock market volatility : the role of technical variables
Liu, Li; Pan, Zhiyuan - In: Economic modelling 84 (2020), pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
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Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan; Schröder, Maximilian - In: International journal of forecasting 39 (2023) 3, pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
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Forecasting low-frequency macroeconomic events with high-frequency data
Galvão, Ana Beatriz C.; Owyang, Michael T. - In: Journal of applied econometrics 37 (2022) 7, pp. 1314-1333
Persistent link: https://www.econbiz.de/10013473971
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Forecasting dynamically asymmetric fluctuations of the U.S. business cycle
Zanetti Chini, Emilio - In: International journal of forecasting 34 (2018) 4, pp. 711-732
Persistent link: https://www.econbiz.de/10012031089
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Macroeconomic tail events with non-linear Bayesian VARs
Chiu, Ching Wai Jeremy; Hacıoǧlu Hoke, Sinem - 2016
Persistent link: https://www.econbiz.de/10011557391
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The snp-dcc model: a new methodology for risk management and forecasting
Brio, Esther B. del; Ñíguez, Trino-Manuel; Perote, Javier - 2010
Persistent link: https://www.econbiz.de/10010422539
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Modeling time-varying skewness via decomposition for out-of-sample forecast
Liu, Xiaochun - In: International journal of forecasting 31 (2015) 2, pp. 296-311
Persistent link: https://www.econbiz.de/10011474059
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Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis
Tao, Qizhi; Wei, Yu; Liu, Jiapeng; Zhang, Ting - In: International review of economics & finance : IREF 54 (2018), pp. 143-153
Persistent link: https://www.econbiz.de/10012033354