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A hybrid bankruptcy prediction model with dynamic loadings on accounting-ratio-based and market-based information : a binary quantile regression approach
Li, Ming-yuan Leon; Miu, Peter - In: Journal of empirical finance 17 (2010) 4, pp. 818-833
Persistent link: https://www.econbiz.de/10009267241
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Nonlinear prediction of exchange rates with monetary fundamentals
Qi, Min; Wu, Yangru - In: Journal of empirical finance 10 (2003) 5, pp. 623-640
Persistent link: https://www.econbiz.de/10001806976
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An artificial neural network-GARCH model for international stock return volatility
Donaldson, R. Glen - In: Journal of empirical finance 4 (1997) 1, pp. 17-46
Persistent link: https://www.econbiz.de/10001224775
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Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data
Mekelburg, Erik; Strauss, Jack - In: Journal of empirical finance 79 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015179520
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Forecasting realized volatility with machine learning : panel data perspective
Zhu, Haibin; Bai, Lu; He, Lidan; Liu, Zhi - In: Journal of empirical finance 73 (2023), pp. 251-271
Persistent link: https://www.econbiz.de/10014477028
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The commodity risk premium and neural networks
Rad, Hossein; Low, Rand Kwong Yew; Miffre, Joëlle; … - In: Journal of empirical finance 74 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014477111
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On the determinants of the implied default barrier
Dionne, Georges; Laajimi, Sadok - In: Journal of empirical finance 19 (2012) 3, pp. 395-408
Persistent link: https://www.econbiz.de/10009615674
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Using Merton model for default prediction : an empirical assessment of selected alternatives
Afik, Zvika; Arad, Ohad; Galil, Koresh - In: Journal of empirical finance 35 (2016), pp. 43-67
Persistent link: https://www.econbiz.de/10011662716
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Default prediction models : the role of forward-looking measures of returns and volatility
Miao, Hong; Ramchander, Sanjay; Ryan, Patricia; Wang, … - In: Journal of empirical finance 46 (2018), pp. 146-162
Persistent link: https://www.econbiz.de/10012103422
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Innovate or die : corporate innovation and bankruptcy forecasts
Bai, Qing; Tian, Shaonan - In: Journal of empirical finance 59 (2020), pp. 88-108
Persistent link: https://www.econbiz.de/10012437937