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Investigating the predictive ability of ONS big data-based indicators
Kapetanios, George; Papailias, Fotis - In: Journal of forecasting 41 (2022) 2, pp. 252-258
Persistent link: https://www.econbiz.de/10012817730
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An infinite hidden Markov model with stochastic volatility
Li, Chenxing; Maheu, John M.; Yang, Qiao - In: Journal of forecasting 43 (2024) 6, pp. 2187-2211
Persistent link: https://www.econbiz.de/10015110400
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Particle filters and Bayesian inference in financial econometrics
Lopes, Hedibert Freitas; Tsay, Ruey S. - In: Journal of forecasting 30 (2011) 1, pp. 168-209
Persistent link: https://www.econbiz.de/10009233910
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Nonparametric quantile regression-based classifiers for bankruptcy forecasting
Lorca, Pedro; Landajo, Manuel; Andrés Suárez, Javier de - In: Journal of forecasting 33 (2014) 2, pp. 124-133
Persistent link: https://www.econbiz.de/10010424866
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Forecasting inflation rates using daily data : a nonparametric midas approach
Breitung, Jörg; Roling, Christoph - In: Journal of forecasting 34 (2015) 7, pp. 588-603
Persistent link: https://www.econbiz.de/10011390487
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Modeling and forecasting online auction prices : a semiparametric regression analysis
Chan, Ngai Hang; Liu, Wei Wei - In: Journal of forecasting 36 (2017) 2, pp. 156-164
Persistent link: https://www.econbiz.de/10011729130
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Semiparametric estimation of expected shortfall and its application in finance
Fang, Yan; Li, Jian; Liu, Yinglin; Zhao, Yunfan - In: Journal of forecasting 42 (2023) 4, pp. 835-851
Persistent link: https://www.econbiz.de/10014292830
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Multivariate Bayesian regression applied to the problem of network security
Triantafyllopoulos, Kostas; Pikoulas, John - In: Journal of forecasting 21 (2002) 8, pp. 579-594
Persistent link: https://www.econbiz.de/10001723978
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Fama-French three versus five, which model is better? : a machine learning approach
Diallo, Boubacar; Bagudu, Aliyu; Zhang, Qi - In: Journal of forecasting 42 (2023) 6, pp. 1461-1475
Persistent link: https://www.econbiz.de/10014338932
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Mixed-frequency predictive regressions with parameter learning
Leippold, Markus; Yang, Hanlin - In: Journal of forecasting 42 (2023) 8, pp. 1955-1972
Persistent link: https://www.econbiz.de/10014432824