Narrow search
Showing 1 - 8 of 8
Cover Image
Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.; So, Mike Ka-pui; Lin, Edward M. H. - In: Journal of forecasting 28 (2009) 8, pp. 681-697
Persistent link: https://www.econbiz.de/10003918204
Cover Image
Bayesian forecasting for financial risk management, pre and post the global financial crisis
Chen, Cathy W. S.; Gerlach, Richard; Lin, Edward M. H.; … - In: Journal of forecasting 31 (2012) 8, pp. 661-687
Persistent link: https://www.econbiz.de/10009722645
Cover Image
International equity flows and the predictability of US stock returns
Hartmann, Daniel; Pierdzioch, Christian - In: Journal of forecasting 26 (2007) 8, pp. 583-599
Persistent link: https://www.econbiz.de/10003608154
Cover Image
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 43 (2024) 2, pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Cover Image
Forecasting realized volatility of international REITs : the role of realized skewness and realized kurtosis
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 41 (2022) 2, pp. 303-315
Persistent link: https://www.econbiz.de/10012817752
Cover Image
Bayesian assessment of dynamic quantile forecasts
Gerlach, Richard; Chen, Cathy W. S.; Lin, Edward M. H. - In: Journal of forecasting 35 (2016) 8, pp. 751-764
Persistent link: https://www.econbiz.de/10011633826
Cover Image
Uncertainty and forecastability of regional output growth in the UK : evidence from machine learning
Balcilar, Mehmet; Gabauer, David; Gupta, Rangan; … - In: Journal of forecasting 41 (2022) 6, pp. 1049-1064
Persistent link: https://www.econbiz.de/10013465678
Cover Image
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.; Lin, Edward M. H.; Huang, Tara F. J. - In: Journal of forecasting 41 (2022) 7, pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697