Search Results - subject:"Long-term forecasting" - EconBiz

Modelling Volatility Cycles: The MF2‐GARCH Model

Conrad, Christian; Engle, Robert F. - In: Journal of Applied Econometrics 40 (2025) 4, pp. 438-454

We propose a novel multiplicative factor multi‐frequency GARCH (MF2‐GARCH) model, which exploits the empirical fact that the daily standardized forecast errors of one‐component GARCH models are predictable by a moving average of past standardized forecast errors. In contrast to other...

Persistent link: https://www.econbiz.de/10015441356

Development of ways to improve strategic financial planning in an enterprise

Iorgachova, Maria; Kovalova, Olena; Kirsanova, Viktoriia - In: Technology audit and production reserves 1 (2025) 4/81, pp. 6-12

Persistent link: https://www.econbiz.de/10015554154

Modelling volatility cycles : the MF2-GARCH model

Conrad, Christian; Engle, Robert F. - In: Journal of applied econometrics 40 (2025) 4, pp. 438-454

Persistent link: https://www.econbiz.de/10015463301

Joint forecasting of salmon lice and treatment interventions in aquaculture operations

Narum, Benjamin S.; Berentsen, Geir Drage - 2024

Persistent link: https://www.econbiz.de/10015080685

Périurbanisation et transport : scénarios démographiques alternatifs pour le modèle PLANET

Laine, Benoît - 2023

Persistent link: https://www.econbiz.de/10014464899

Deciphering long-term economic growth : an exploration with leading machine learning techniques

Oo, Zin Mar; Lin, Ching-Yang; Kakinaka, Makoto - In: Journal of forecasting 44 (2025) 4, pp. 1531-1562

Persistent link: https://www.econbiz.de/10015464680

Distributed learning framework for multi-timeframe data modelling in financial multi-step forecasting

Mehrizi, Ali; Yazdi, Hadi Sadoghi - In: Emerging markets, finance & trade : a journal of the … 61 (2025) 9, pp. 2877-2894

Persistent link: https://www.econbiz.de/10015447343

Investigating laypeople's short- and long-term forecasts of COVID-19 infection cycles

Koo, Moon Su; Lee, Yun Shin; Seifert, Matthias - In: International journal of forecasting 41 (2025) 2, pp. 452-465

Persistent link: https://www.econbiz.de/10015440418

Long-term forecasting in asset pricing : machine learning models' sensitivity to macroeconomic shifts and firm-specific factors

Qian, Yihe; Zhang, Yang - In: The North American journal of economics and finance : a … 78 (2025), pp. 1-20

Persistent link: https://www.econbiz.de/10015434433

Enhancing long-term GDP forecasting with advanced hybrid models : a comparative study of ARIMA-LSTM and ARIMA-TCN with dense regression

Atif, Dalia - In: Computational economics 65 (2025) 6, pp. 3447-3473

Persistent link: https://www.econbiz.de/10015590382

A service of the