Treating cross‐sectional and time series momentum returns as forecasts.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 5, p. 834, doi. 10.1002/for.2755
- By:
- Publication type:
- Article
Works matching IS 02776693 AND DT 2021 AND VI 40 AND IP 5
Results: 11
1
2
Forecasting China's Crude Oil Futures Volatility: The Role of the Jump, Jumps Intensity, and Leverage Effect.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 5, p. 921, doi. 10.1002/for.2752
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- Publication type:
- Article
3
Can night trading sessions improve forecasting performance of gold futures' volatility in China?
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 5, p. 849, doi. 10.1002/for.2748
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- Publication type:
- Article
4
Design of link prediction algorithm for complex network based on the comprehensive influence of predicting nodes and neighbor nodes.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 5, p. 911, doi. 10.1002/for.2745
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- Publication type:
- Article
5
Intraday conditional value at risk: A periodic mixed‐frequency generalized autoregressive score approach.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 5, p. 883, doi. 10.1002/for.2744
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- Publication type:
- Article
6
Forecasting Baden‐Württemberg's GDP growth: MIDAS regressions versus dynamic mixed‐frequency factor models.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 5, p. 861, doi. 10.1002/for.2743
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- Publication type:
- Article
7
The value added of the Bank of Japan's range forecasts.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 5, p. 817, doi. 10.1002/for.2742
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- Publication type:
- Article
8
An empirical study on the role of trading volume and data frequency in volatility forecasting.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 5, p. 792, doi. 10.1002/for.2739
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- Publication type:
- Article
9
Should crude oil price volatility receive more attention than the price of crude oil? An empirical investigation via a large‐scale out‐of‐sample forecast evaluation of US macroeconomic data.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 5, p. 769, doi. 10.1002/for.2738
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- Publication type:
- Article
10
Forecasting US stock market volatility: How to use international volatility information.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 5, p. 733, doi. 10.1002/for.2737
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- Publication type:
- Article
11
Issue Information.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 5, p. 731, doi. 10.1002/for.2704
- Publication type:
- Article