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Mixed-frequency machine learning : nowcasting and backcasting weekly initial claims with daily internet search volume data
Borup, Daniel
;
Rapach, David E.
;
Montes Schütte, Erik …
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1122-1144
Persistent link: https://www.econbiz.de/10014465249
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2
In search of a job : forecasting employment growth using Google trends
Borup, Daniel
;
Montes Schütte, Erik Christian
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 186-200
Persistent link: https://www.econbiz.de/10012804099
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3
Asset pricing with data revisions
Borup, Daniel
;
Montes Schütte, Erik Christian
- In:
Journal of financial markets
59
(
2022
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10013346780
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4
Quantifying investor narratives and their role during COVID-19
Borup, Daniel
;
Hansen, Jorge Wolfgang
;
Liengaard, …
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 512-532
Persistent link: https://www.econbiz.de/10014288016
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5
Short interest and aggregate stock returns
Rapach, David E.
;
Ringgenberg, Matthew C.
;
Zhou, Guofu
- In:
Journal of financial economics
121
(
2016
)
1
,
pp. 46-65
Persistent link: https://www.econbiz.de/10011590566
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6
Metro business cycles
Arias, Maria A.
;
Gascon, Charles S.
;
Rapach, David E.
- In:
Journal of urban economics
94
(
2016
),
pp. 90-108
Persistent link: https://www.econbiz.de/10011636582
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7
Anomalies and the expected market return
Xi, Dong
;
Li, Yan
;
Rapach, David E.
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 639-681
Persistent link: https://www.econbiz.de/10012796524
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8
Exchange rate prediction with machine learning and a smart carry trade portfolio
Filippou, Ilias
;
Rapach, David E.
;
Taylor, Mark P.
; …
-
2020
Persistent link: https://www.econbiz.de/10012305708
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9
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
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10
Cross-sectional expected returns : new Fama-MacBeth regressions in the era of machine learning
Han, Yufeng
;
He, Ai
;
Rapach, David E.
;
Zhou, Guofu
-
2024
Persistent link: https://www.econbiz.de/10015357602
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