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A new application of exact nonparametric methods to long-horizon predictability tests

Liu, Wei; Maynard, Alex S. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 1, pp. 1-37

Persistent link: https://www.econbiz.de/10009512621

Forecasting value-at-risk of cryptocurrencies with riskmetrics type models

Liu, Wei; Semeyutin, Artur; Lau, Chi Keung; Gozgor, Giray - In: Research in international business and finance 54 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012581358

Improving customer value index and consumption forecasts using a weighted RFM model and machine learning algorithms

Wu, Zongxiao; Zang, Cong; Wu, Chia-Huei; Deng, Zilin; … - In: Journal of global information management 30 (2022) 3, pp. 1-23

Persistent link: https://www.econbiz.de/10012799261

Forecasting the stock price of listed innovative SMEs using machine learning methods based on Bayesian optimization : evidence from China

Liu, Wei; Suzuki, Yoshihisa; Du, Shuyi - In: Computational economics 63 (2024) 5, pp. 2035-2068

Persistent link: https://www.econbiz.de/10014550859

The monetary model of the exchange rate and equities : an ARDL bounds testing approach

Morley, Bruce - In: Applied financial economics 17 (2007) 4/6, pp. 391-397

Persistent link: https://www.econbiz.de/10003446043

Forecasting the exchange rate with the Taylor rule model during times of alternative monetary policies

Wang, Rudan; Morley, Bruce - In: Journal of forecasting 42 (2023) 6, pp. 1341-1359

Persistent link: https://www.econbiz.de/10014338891

Forecasting the exchange rate using nonlinear Taylor rule based models

Wang, Rudan; Morley, Bruce; Stamatogiannis, Michalis P. - In: International journal of forecasting 35 (2019) 2, pp. 429-442

Persistent link: https://www.econbiz.de/10012300680

Forecasting the Taylor rule exchange rate model using directional change tests

Wang, Rudan; Morley, Bruce - In: Quantitative finance and economics 2 (2018) 4, pp. 931-951

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Forecasting the Exchange Rate Using Non-Linear Taylor Rule Based Models

Wang, Rudan - 2019

This research utilises a non-linear Smooth Transition Regression (STR) approach to modelling and forecasting the exchange rate, based on the Taylor rule model of exchange rate determination. The separate literatures on exchange rate models and the Taylor rule have already shown that the...

Persistent link: https://www.econbiz.de/10012890403