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Robustify financial time series forecasting with bagging
Jin, Sainan; Su, Liangjun; Ullah, Aman - In: Econometric reviews 33 (2014) 5/6, pp. 575-605
Persistent link: https://www.econbiz.de/10010360787
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Estimation and forecasting of dynamic conditional covariance : a semiparametric multivariate model
Long, Xiangdong; Su, Liangjun; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 1, pp. 109-125
Persistent link: https://www.econbiz.de/10009159106
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Jackknife model averaging for quantile regressions
Lu, Xun; Su, Liangjun - In: Journal of econometrics 188 (2015) 1, pp. 40-58
Persistent link: https://www.econbiz.de/10011500249
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Estimation of large dimensional factor models with an unknown number of breaks
Ma, Shujie; Su, Liangjun - In: Journal of econometrics 207 (2018) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10012116087
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ℓ2-relaxation : with applications to forecast combination and portfolio analysis
Shi, Zhentao; Su, Liangjun; Xie, Tian - In: The review of economics and statistics 107 (2025) 2, pp. 523-538
Persistent link: https://www.econbiz.de/10015395356
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Stock Return Synchronicity and Technical Trading Rules
Kee, Koon Boon - 2014
Persistent link: https://www.econbiz.de/10013069529
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Leveraging genetic data for predicting consumer choices of alcoholic products
Zhu, Chen; Beatty, Timothy; Zhao, Qiran; Si, Wei; Chen, … - In: China agricultural economic review : CAER 15 (2023) 4, pp. 685-707
Persistent link: https://www.econbiz.de/10014455393