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Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris; Daníelsson, Jón; Laurent, Sébastien - In: International journal of forecasting 29 (2013) 2, pp. 244-257
Persistent link: https://www.econbiz.de/10010087831
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Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris; Daníelsson, Jón; Laurent, Sébastien - In: International journal of forecasting 29 (2013) 2, pp. 244-257
Persistent link: https://www.econbiz.de/10009743433
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Forecasting risk with Markov-switching GARCH models : a large-scale performance study
Ardia, David; Bluteau, Keven; Boudt, Kris; Catania, Leopoldo - In: International journal of forecasting 34 (2018) 4, pp. 733-747
Persistent link: https://www.econbiz.de/10012031094
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Questioning the news about economic growth : sparse forecasting using thousands of news-based sentiment values
Ardia, David; Bluteau, Keven; Boudt, Kris - In: International journal of forecasting 35 (2019) 4, pp. 1370-1386
Persistent link: https://www.econbiz.de/10012305351
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Daily news sentiment and monthly surveys : a mixed-frequency dynamic factor model for nowcasting consumer confidence
Algaba, Andres; Borms, Samuel; Boudt, Kris; Verbeken, Brecht - In: International journal of forecasting 39 (2023) 1, pp. 266-278
Persistent link: https://www.econbiz.de/10014462779