Narrow search
Showing 1 - 10 of 1,838
Cover Image
Subgeometrically ergodic autoregressions
Meitz, Mika; Saikkonen, Pentti - In: Econometric theory 38 (2022) 5, pp. 959-985
Persistent link: https://www.econbiz.de/10013469687
Cover Image
Forecasting with a hybrid method utilizing data smoothing, a variation of the Theta method and shrinkage of seasonal factors
Spiliotis, Evangelos; Assimakopoulos, V.; Nikolopoulos, … - In: International journal of production economics 209 (2019), pp. 92-102
Persistent link: https://www.econbiz.de/10012013066
Cover Image
Editorial: Causality, prediction, and specification analysis : recent advances and future directions
Chen, Xiaohong; Swanson, Norman R. - In: Journal of econometrics 182 (2014) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10010497154
Cover Image
IDR/USD forecasting : classical time series and artificial neural network method
Alam, M. F. Q.; Rikumahu, B. - In: Understanding digital industry : proceedings of the …, (pp. 227-231). 2020
Persistent link: https://www.econbiz.de/10012226403
Cover Image
Out-of-sample stock return prediction using higher-order moments
Faias, José Afonso; Castel-Branco, Tiago - In: International journal of theoretical and applied finance 21 (2018) 6, pp. 1-27
Persistent link: https://www.econbiz.de/10011926608
Cover Image
Bayesian averaging of classical estimates in forecasting macroeconomic indicators with application of business survey data
Białowolski, Piotr; Kuszewski, Tomasz; Witkowski, Bartosz - In: Empirica : journal of european economics 41 (2014) 1, pp. 53-68
Persistent link: https://www.econbiz.de/10010437231
Cover Image
How informative is high-frequency data for tail risk estimation and forecasting? : an intrinsic time perspectice
Dimitriadis, Timo; Halbleib, Roxana - 2019
This paper proposes a novel and simple approach to compute daily Value at Risk (VaR) and Expected Shortfall (ES) directly from high-frequency data. It assumes that financial logarithm prices are subordinated unifractal processes in the intrinsic time, which stochastically transforms the clock...
Persistent link: https://www.econbiz.de/10012317619
Cover Image
Analysis of the impact of China's GDP data revision on monetary policy from the perspective of uncertainty
Yu, Xueting; Zhu, Yuhan; Lv, Guangming - In: Emerging markets, finance and trade : EMFT 56 (2020) 6, pp. 1251-1274
Persistent link: https://www.econbiz.de/10012211634
Cover Image
Does forecasting the oil with nonlinear models produce nonlinear forecasts?
Petre, Caraiani - 2018
Persistent link: https://www.econbiz.de/10012302299
Cover Image
Combining country-specific forecasts when forecasting Euro area macroeconomic aggregates
Zeng, Jing - In: Empirica : journal of european economics 43 (2016) 2, pp. 415-444
Persistent link: https://www.econbiz.de/10011670702