Forecasting stock volatility in the presence of extreme shocks: Short‐term and long‐term effects.
- Published in:
- Journal of Forecasting, 2020, v. 39, n. 5, p. 797, doi. 10.1002/for.2668
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2020 AND VI 39 AND IP 5
Results: 11
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Incorporating textual and management factors into financial distress prediction: A comparative study of machine learning methods.
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- Journal of Forecasting, 2020, v. 39, n. 5, p. 769, doi. 10.1002/for.2661
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- Article
3
Model averaging estimation for conditional volatility models with an application to stock market volatility forecast.
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- Journal of Forecasting, 2020, v. 39, n. 5, p. 841, doi. 10.1002/for.2659
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- Article
4
Identifying US business cycle regimes using dynamic factors and neural network models.
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- Journal of Forecasting, 2020, v. 39, n. 5, p. 827, doi. 10.1002/for.2658
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- Article
5
Timescale classification in wind forecasting: A review of the state‐of‐the‐art.
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- Journal of Forecasting, 2020, v. 39, n. 5, p. 757, doi. 10.1002/for.2657
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- Article
6
A generalized regression model based on hybrid empirical mode decomposition and support vector regression with back‐propagation neural network for mid‐short‐term load forecasting.
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- Journal of Forecasting, 2020, v. 39, n. 5, p. 737, doi. 10.1002/for.2655
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- Article
7
Shift‐contagion in energy markets and global crisis.
- Published in:
- Journal of Forecasting, 2020, v. 39, n. 5, p. 725, doi. 10.1002/for.2654
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- Article
8
On long memory origins and forecast horizons.
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- Journal of Forecasting, 2020, v. 39, n. 5, p. 811, doi. 10.1002/for.2651
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- Article
9
Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms.
- Published in:
- Journal of Forecasting, 2020, v. 39, n. 5, p. 788, doi. 10.1002/for.2648
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- Article
10
Forecasting with unbalanced panel data.
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- Journal of Forecasting, 2020, v. 39, n. 5, p. 709, doi. 10.1002/for.2646
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- Article
11
Issue Information.
- Published in:
- Journal of Forecasting, 2020, v. 39, n. 5, p. 1, doi. 10.1002/for.2609
- Publication type:
- Article