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Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele; Athanasopoulos, George; Di Fonzo, … - 2023
Persistent link: https://www.econbiz.de/10014316407
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Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione - 1997
Persistent link: https://www.econbiz.de/10000978712
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A general volatility framework and the generalised historical volatility estimator
Bollen, Bernard - 1998
Persistent link: https://www.econbiz.de/10000995980
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Time series forecasting using a mixture of stationary and nonstationary predictors
Hannadige, Sium Bodha; Gao, Jiti; Silvapulle, Mervyn J.; … - 2021
Persistent link: https://www.econbiz.de/10012614548
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Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - 2014
Persistent link: https://www.econbiz.de/10011780861
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Bayesian rank selection in multivariate regression
Jiang, Bin; Panagiotelis, Anastasios; Athanasopoulos, George - 2016
Persistent link: https://www.econbiz.de/10011781655
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Estimation and inference in semiparametric quantile factor models
Ma, Shujie; Linton, Oliver; Gao, Jiti - 2017
Persistent link: https://www.econbiz.de/10011782080
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Multi-step non- and semi-parametric predictive regressions for short and long horizon stock return prediction
Cheng, Tingting; Gao, Jiti; Linton, Oliver - 2017
Persistent link: https://www.econbiz.de/10011782226
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A simple nonlinear predictive model for stock returns
Cai, Biqing; Gao, Jiti - 2017
Persistent link: https://www.econbiz.de/10011782256
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Nonparametric modeling and forecasting electricity demand : an empirical study
Shang, Han Lin - 2010
Persistent link: https://www.econbiz.de/10008759304