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1
Out-of-sample realized volatility forecasting : does the support vector regression compete combination methods
Zhang, Gaoxun
;
Qiao, Gaoxiu
- In:
Applied economics
53
(
2021
)
19
,
pp. 2192-2205
Persistent link: https://www.econbiz.de/10012501131
Saved in:
2
Asymmetry and leverage in GARCH models : a News Impact Curve perspective
Caporin, Massimiliano
;
Costola, Michele
- In:
Applied economics
51
(
2019
)
31
,
pp. 3345-3364
Persistent link: https://www.econbiz.de/10012196836
Saved in:
3
Geographically weight seemingly unrelated regression (GWSUR) : a method for exploring spatio-temporal heterogeneity
Wei, Chuanhua
;
Liu, Chao
;
Gui, Fengyun
- In:
Applied economics
49
(
2017
)
42
,
pp. 4189-4195
Persistent link: https://www.econbiz.de/10011820068
Saved in:
4
Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?
Burns, Kelly
;
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
48
,
pp. 4897-4910
Persistent link: https://www.econbiz.de/10011844813
Saved in:
5
Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei
;
Kunst, Robert M.
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4366-4378
Persistent link: https://www.econbiz.de/10011640093
Saved in:
6
A reappraisal of the Meese-Rogoff puzzle
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
46
(
2014
)
1/3
,
pp. 30-40
Persistent link: https://www.econbiz.de/10010354125
Saved in:
7
Model uncertainty and aggregated default probabilities : new evidence from Austria
Hofmarcher, Paul
;
Kerbl, Stefan
;
Grün, Bettina
; …
- In:
Applied economics
46
(
2014
)
7/9
,
pp. 871-879
Persistent link: https://www.econbiz.de/10010398865
Saved in:
8
Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility
Louzis, Dimitrios P.
;
Xanthopoulos-Sisinis, Spyros
; …
- In:
Applied economics
44
(
2012
)
25/27
,
pp. 3533-3550
Persistent link: https://www.econbiz.de/10009619742
Saved in:
9
Characteristics of households in the informal sector of an emerging economy
Sookram, S.
;
Watson, Patrick K.
;
Schneider, Friedrich
- In:
Applied economics
41
(
2009
)
25/27
,
pp. 3545-3559
Persistent link: https://www.econbiz.de/10003921581
Saved in:
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