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Predictable by construction : assessing forecast directional accuracy of temporal aggregates
McCarthy, Martin; Snudden, Stephen - 2024 - Updated: November 2024
Persistent link: https://www.econbiz.de/10015123351
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Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura; Iacone, Fabrizio; Paccagnini, Alessia; … - In: International journal of forecasting 39 (2023) 2, pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
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Forecasting stock returns with large dimensional factor models
Giovannelli, Alessandro; Massacci, Daniele; Soccorsi, … - In: Journal of empirical finance 63 (2021), pp. 252-269
Persistent link: https://www.econbiz.de/10013259267
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GAS or GARCH : a comparison of density and VaR forecasts in Turkish FX and stock markets
Özgül, Ali - In: Istanbul business research 54 (2025) 1, pp. 58-86
terms of forecasting performance. Considering the gap in the literature, this study focuses on the Turkish stock and FX …
Persistent link: https://www.econbiz.de/10015411633
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Forecasting exchange rates with a large Bayesian VAR
Carriero, Andrea; Kapetanios, George; Marcellino, … - In: International journal of forecasting 25 (2009) 2, pp. 400-417
Persistent link: https://www.econbiz.de/10003870070
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Univariate forecasting of Indian exchange rates : a comparison
Maitra, Biswajit - In: International journal of computational economics and … 5 (2015) 3, pp. 272-288
Persistent link: https://www.econbiz.de/10011413816
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Daily volume, intraday and overnight returns for volatility prediction : profitability or accuracy?
Fuertes, Ana María; Kalotychou, Elena; Todorovic, Natasa - In: Review of quantitative finance and accounting 45 (2015) 2, pp. 251-278
Persistent link: https://www.econbiz.de/10011333120
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Selecting exchange rate fundamentals by bootstrap
Ribeiro, Pinho J. - In: International journal of forecasting 33 (2017) 4, pp. 894-914
Persistent link: https://www.econbiz.de/10011746924
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The construction and application of a new exchange rate forecast model combining ARIMA with a chaotic BP algorithm
Ma, Yonghong; Wu, Zhiyong; Ai, Mingye; Wang, Wei - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 1481-1495
Persistent link: https://www.econbiz.de/10011563577
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Real Exchange Rate Forecasting and PPP : This Time the Random Walk Loses
Ca'Zorzi, Michele - 2017
(HL) model is able to forecast real exchange rates better than the random walk (RW) model at both short and long … also in terms of nominal effective exchange rate forecasting …
Persistent link: https://www.econbiz.de/10012971234