Search Results - subject:"Dynamic Model Averaging"

Forecasting stock market volatility under parameter and model uncertainty

Li, Zhao-Chen; Chi, Xie; Wang, Gang-Jin; Zhu, You; … - In: Research in international business and finance 66 (2023), pp. 1-29

Persistent link: https://www.econbiz.de/10014463139

Forecasting inflation in Mongolia : a dynamic model averaging approach

Doojav, Gan-Ochir; Luvsannyam, Davaajargal - In: Journal of time series econometrics 15 (2023) 1, pp. 27-48

Persistent link: https://www.econbiz.de/10014288359

Selective Attention in Exchange Rate Forecasting

Kapounek, Svatopluk; Kucerova, Zuzana; Kocenda, Evzen - 2020

for the period of 1979-2016. We employ a dynamic model averaging approach to reduce model selection uncertainty and to …

Persistent link: https://www.econbiz.de/10012695515

Selective attention in exchange rate forecasting

Kapounek, Svatopluk; Kučerová, Zusana; Kočenda, Evžen - 2020

for the period of 1979-2016. We employ a dynamic model averaging approach to reduce model selection uncertainty and to …

Persistent link: https://www.econbiz.de/10012320114

Dissecting time-varying risk exposures in cryptocurrency markets

Bianchi, Daniele; Guidolin, Massimo; Pedio, Manuela - 2020 - This draft: May 23, 2020

In this paper we take an empirical asset pricing perspective and investigate the dominant view (possibly, an instinctive reﬂection of the media hype surrounding the surge of Bitcoin valuations) that cryptocurrencies represent a new asset class, spanning risks and payoﬀs suﬃciently...

Persistent link: https://www.econbiz.de/10012224331