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Return predictability via an long short-term memory-based cross-section factor model : evidence from Chinese stock market
Yao, Haixiang; Xia, Shenghao; Liu, Hao - In: Journal of forecasting 43 (2024) 6, pp. 1770-1794
Persistent link: https://www.econbiz.de/10015110316
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Creating High-frequency National Accounts with State-space Modelling: A Monte Carlo Experiment
Liu, H.; Hall, S.G. - In: Journal of forecasting 20 (2001) 6, pp. 441
Persistent link: https://www.econbiz.de/10006899676
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Creating high-frequency national accounts with state-space modelling : a Monte Carlo experiment
Liu, Hong; Hall, Stephen G. - In: Journal of forecasting 20 (2001) 6, pp. 441-449
Persistent link: https://www.econbiz.de/10001611476