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Adaptively combined forecasting for discrete response time series

Zhang, Xinyu; Lu, Zu-di; Zou, Guohua - In: Journal of econometrics 176 (2013) 1, pp. 80-91

Persistent link: https://www.econbiz.de/10009764378

Model averaging prediction for time series models with a diverging number of parameters

Liao, Jun; Zou, Guohua; Gao, Yan; Zhang, Xinyu - In: Journal of econometrics 223 (2021) 1, pp. 190-221

Persistent link: https://www.econbiz.de/10012619966

Forecasting the Technical Range Volatility with Moving Average (TRV-MA) Modle

Xie, Haibin - 2009

When trading, investors make decisions based on not only the security and market variances but also the technical price range. However, academic literature investigating its properties is scarce. Better understandings of this risk measurement candidate are supposed to provide guidance for...

Persistent link: https://www.econbiz.de/10013154578

Optimal forecast under structural breaks

Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2022

Persistent link: https://www.econbiz.de/10012888324

Forecasting under structural breaks using improved weighted estimation

Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2022

Persistent link: https://www.econbiz.de/10013284029

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

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

Nonparametric and semiparametric regressions subject to monotonicity constraints : estimation and forecasting

Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of econometrics 182 (2014) 1, pp. 196-210

Persistent link: https://www.econbiz.de/10010497090

Forecasting equity premium : global historical average versus local historical average and constraints

Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 393-402

Persistent link: https://www.econbiz.de/10011390401

Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination

Lee, Tae-hwy; Mao, Millie Yi; Ullah, Aman - In: Econometric reviews 40 (2021) 10, pp. 905-918

Persistent link: https://www.econbiz.de/10012624564