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Forecasting in GARCH models with polynomially modified innovations
Vacca, Gianmarco; Zoia, Maria Grazia; Bagnato, Luca - In: International journal of forecasting 38 (2022) 1, pp. 117-141
Persistent link: https://www.econbiz.de/10013347743
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Forecasting innovative start-ups through automatic variable selection and MIDAS regressions
Nava, Consuelo Rubina; Riso, Luigi; Zoia, Maria Grazia - In: Economics of innovation and new technology 33 (2024) 8, pp. 1179-1213
Persistent link: https://www.econbiz.de/10015177107
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Forecasting domestic tourism across regional destinations through MIDAS regressions
Nava, Consuelo Rubina; Osti, Linda; Zoia, Maria Grazia - 2022
Persistent link: https://www.econbiz.de/10013366573
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Sentiment dynamics and volatility : a study based on GARCH-MIDAS and machine learning
Riso, Luigi; Vacca, Gianmarco - In: Finance research letters 62 (2024) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10014531171