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Sales forecasting using longitudinal data models

Frees, Edward W.; Miller, Thomas W. - In: International journal of forecasting 20 (2004) 1, pp. 99-114

Persistent link: https://www.econbiz.de/10001918303

Forecasting the equity risk premium : the role of technical indicators

Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1772-1791

Persistent link: https://www.econbiz.de/10010399441

Real interest rate persistence : evidence and implications

Neely, Christopher J.; Rapach, David E. - In: Review / Federal Reserve Bank of St. Louis 90 (2008) 6, pp. 609-641

Persistent link: https://www.econbiz.de/10003796830

Forecasting in the presence of structural breaks and model uncertainty

Rapach, David E. (contributor) - 2008

Persistent link: https://www.econbiz.de/10003731593

Regime changes in international real interest rates : are they a monetary phenomenon?

Rapach, David E.; Wohar, Mark E. - In: Journal of money, credit and banking : JMCB 37 (2005) 5, pp. 885-906

Persistent link: https://www.econbiz.de/10003144659

Real interest rate persistence : evidence and implications

Neely, Christopher J. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003741438

Anomalies and the expected market return

Xi, Dong; Li, Yan; Rapach, David E.; Zhou, Guofu - In: The journal of finance : the journal of the American … 77 (2022) 1, pp. 639-681

Persistent link: https://www.econbiz.de/10012796524

Chapter 10 Forecasting Stock Return Volatility in the Presence of Structural Breaks

Rapach, David E.; Strauss, Jack K.; Wohar, Mark E. - In: Forecasting in the presence of structural breaks and …, (pp. 381-416). 2008

We examine the role of structural breaks in forecasting stock return volatility. We begin by testing for structural breaks in the unconditional variance of daily returns for the S&P 500 market index and ten sectoral stock indices for 9/12/1989–1/19/2006 using an iterative cumulative sum of...

Persistent link: https://www.econbiz.de/10015382994

Forecasting : theory and practice

Petropoulos, Fotios; Apiletti, Daniele; Assimakopoulos, V. - In: International journal of forecasting 38 (2022) 3, pp. 705-871

Persistent link: https://www.econbiz.de/10013349395

Cross-sectional expected returns : new Fama-MacBeth regressions in the era of machine learning

Han, Yufeng; He, Ai; Rapach, David E.; Zhou, Guofu - 2024

Persistent link: https://www.econbiz.de/10015357602