Works matching IS 02776693 AND DT 2020 AND VI 39 AND IP 7

Results: 11

The industrial asymmetry of the stock price prediction with investor sentiment: Based on the comparison of predictive effects with SVR.

Published in:

Journal of Forecasting, 2020, v. 39, n. 7, p. 1166, doi. 10.1002/for.2681

By:

Jin, Zhenni;
Guo, Kun;
Sun, Yi;
Lai, Lin;
Liao, Zhewen

Publication type:

Article

Professional forecasters' expectations, consistency, and international spillovers.

Published in:

Journal of Forecasting, 2020, v. 39, n. 7, p. 1001, doi. 10.1002/for.2675

By:

Beckmann, Joscha;
Czudaj, Robert L.

Publication type:

Article

A detailed look at crude oil price volatility prediction using macroeconomic variables.

Published in:

Journal of Forecasting, 2020, v. 39, n. 7, p. 1119, doi. 10.1002/for.2679

By:

Nonejad, Nima

Publication type:

Article

Forecasting Australia's real house price index: A comparison of time series and machine learning methods.

Published in:

Journal of Forecasting, 2020, v. 39, n. 7, p. 1098, doi. 10.1002/for.2678

By:

Milunovich, George

Publication type:

Article

On the forecasting of high‐frequency financial time series based on ARIMA model improved by deep learning.

Published in:

Journal of Forecasting, 2020, v. 39, n. 7, p. 1081, doi. 10.1002/for.2677

By:

Li, Zhenwei;
Han, Jing;
Song, Yuping

Publication type:

Article

Using the yield curve to forecast economic growth.

Published in:

Journal of Forecasting, 2020, v. 39, n. 7, p. 1057, doi. 10.1002/for.2676

By:

Yang, Parley Ruogu

Publication type:

Article

Sparse Bayesian vector autoregressions in huge dimensions.

Published in:

Journal of Forecasting, 2020, v. 39, n. 7, p. 1142, doi. 10.1002/for.2680

By:

Kastner, Gregor;
Huber, Florian

Publication type:

Article

Forecasting models in the manufacturing processes and operations management: Systematic literature review.

Published in:

Journal of Forecasting, 2020, v. 39, n. 7, p. 1043, doi. 10.1002/for.2674

By:

Agostino, Icaro Romolo Sousa;
Silva, Wesley Vieira;
Pereira da Veiga, Claudimar;
Souza, Adriano Mendonça

Publication type:

Article

A comparison of conditional predictive ability of implied volatility and realized measures in forecasting volatility.

Published in:

Journal of Forecasting, 2020, v. 39, n. 7, p. 1025, doi. 10.1002/for.2666

By:

Shi, Yafeng;
Ying, Tingting;
Shi, Yanlong;
Ai, Chunrong

Publication type:

Article

Issue Information.

Published in:: Journal of Forecasting, 2020, v. 39, n. 7, p. 1, doi. 10.1002/for.2611
Publication type:: Article

Moving average threshold heterogeneous autoregressive (MAT‐HAR) models.

Published in:

Journal of Forecasting, 2020, v. 39, n. 7, p. 1035, doi. 10.1002/for.2671

By:

Motegi, Kaiji;
Cai, Xiaojing;
Hamori, Shigeyuki;
Xu, Haifeng

Publication type:

Article