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Asymmetric business cycle fluctuations in Caribbean economies

Kiani, Khurshid M. - In: International journal of economic perspectives : IJEP 5 (2011) 2, pp. 121-140

Persistent link: https://www.econbiz.de/10011587461

Long-memory modeling and forecasting : evidence from the U.S. historical series of inflation

Boubaker, Heni; Canarella, Giorgio; Gupta, Rangan; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 5, pp. 289-310

Persistent link: https://www.econbiz.de/10012806531

Prognosemodelle und Handelsansätze für Implizite Volatilitäten

Sachtler, Michael - 2004

Persistent link: https://www.econbiz.de/10002392690

Modelling volatility and forecasting of exchange rate of British pound sterling and Indian rupee

Gupta, Sanjeev; Kashyap, Sachin - In: Journal of modelling in management 11 (2016) 2, pp. 389-404

Persistent link: https://www.econbiz.de/10011529491

On fiscal and monetary policy-induced macroeconomic volatility dynamics

Liu, Xiaochun - In: Journal of economic dynamics & control 127 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10012668875

Multi-timescale recurrent neural networks beat rough volatility for intraday volatility prediction

Challet, Damien; Ragel, Vincent - In: Risks : open access journal 12 (2024) 6, pp. 1-10

ability of vanilla and extended long short-term memory networks (LSTMs) to predict the intraday volatility of a collection of … also show that the single model with the smallest validation loss systemically outperforms rough volatility predictions for … the average intraday volatility of equity indices by about 20% when trained and tested on a dataset with multiple time …

Persistent link: https://www.econbiz.de/10014636848

A new time-varying parameter autoregressive model for U.S. inflation expectations

Lanne, Markku; Luoto, Jani - In: Journal of money, credit and banking : JMCB 49 (2017) 5, pp. 969-995

Persistent link: https://www.econbiz.de/10011946516

Ökonometrische Methoden und maschinelle Lernverfahren zur Wechselkursprognose : theoretische Analyse und empirischer Vergleich ; mit 124 Tabellen

Steurer, Elmar - 1997

Persistent link: https://www.econbiz.de/10000621229

The predictive performance of fundamental inflation concepts : an application to the euro area and the United States

McKnight, Stephen; Mihailov, Alexander; Patterson, Kerry D. - 2014

Persistent link: https://www.econbiz.de/10010359843

Why does return predictability concentrate in bad times?

Cujean, Julien; Hasler, Michael - 2017

We build an equilibrium model to explain why stock return predictability concentrates in bad times. The key feature is that investors use different forecasting models, and hence assess uncertainty differently. As economic conditions deteriorate, uncertainty rises and investors' opinions...

Persistent link: https://www.econbiz.de/10011721618