Correcting the January optimism effect.
- Published in:
- Journal of Forecasting, 2020, v. 39, n. 6, p. 927, doi. 10.1002/for.2670
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2020 AND VI 39 AND IP 6
Results: 11
1
2
A multi‐country dynamic factor model with stochastic volatility for euro area business cycle analysis.
- Published in:
- Journal of Forecasting, 2020, v. 39, n. 6, p. 911, doi. 10.1002/for.2667
- By:
- Publication type:
- Article
3
Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices.
- Published in:
- Journal of Forecasting, 2020, v. 39, n. 6, p. 877, doi. 10.1002/for.2665
- By:
- Publication type:
- Article
4
The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles.
- Published in:
- Journal of Forecasting, 2020, v. 39, n. 6, p. 957, doi. 10.1002/for.2672
- By:
- Publication type:
- Article
5
Assessment of agricultural energy consumption of Turkey by MLR and Bayesian optimized SVR and GPR models.
- Published in:
- Journal of Forecasting, 2020, v. 39, n. 6, p. 944, doi. 10.1002/for.2673
- By:
- Publication type:
- Article
6
Cholesky–ANN models for predicting multivariate realized volatility.
- Published in:
- Journal of Forecasting, 2020, v. 39, n. 6, p. 865, doi. 10.1002/for.2664
- By:
- Publication type:
- Article
7
A deep residual compensation extreme learning machine and applications.
- Published in:
- Journal of Forecasting, 2020, v. 39, n. 6, p. 986, doi. 10.1002/for.2663
- By:
- Publication type:
- Article
8
Do credit booms predict US recessions?
- Published in:
- Journal of Forecasting, 2020, v. 39, n. 6, p. 887, doi. 10.1002/for.2662
- By:
- Publication type:
- Article
9
Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages.
- Published in:
- Journal of Forecasting, 2020, v. 39, n. 6, p. 966, doi. 10.1002/for.2669
- By:
- Publication type:
- Article
10
Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation.
- Published in:
- Journal of Forecasting, 2020, v. 39, n. 6, p. 934, doi. 10.1002/for.2660
- By:
- Publication type:
- Article
11
Issue Information.
- Published in:
- Journal of Forecasting, 2020, v. 39, n. 6, p. 1, doi. 10.1002/for.2610
- Publication type:
- Article