Forecasting asset returns with network‐based metrics: A statistical and economic analysis.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 7, p. 1342, doi. 10.1002/for.2772
- Publication type:
- Article
Works matching IS 02776693 AND DT 2021 AND VI 40 AND IP 7
Results: 13
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Prediction of remaining time on site for e‐commerce users: A SOM and long short‐term memory study.
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- Journal of Forecasting, 2021, v. 40, n. 7, p. 1274, doi. 10.1002/for.2771
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- Publication type:
- Article
3
Human resources and corporate failure prediction modeling: Evidence from Belgium.
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- Journal of Forecasting, 2021, v. 40, n. 7, p. 1325, doi. 10.1002/for.2770
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- Publication type:
- Article
4
The information content of uncertainty indices for natural gas futures volatility forecasting.
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- Journal of Forecasting, 2021, v. 40, n. 7, p. 1310, doi. 10.1002/for.2769
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- Publication type:
- Article
5
Agricultural commodity price dynamics and their determinants: A comprehensive econometric approach.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 7, p. 1245, doi. 10.1002/for.2768
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- Publication type:
- Article
6
Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market.
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- Journal of Forecasting, 2021, v. 40, n. 7, p. 1291, doi. 10.1002/for.2767
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- Publication type:
- Article
7
The prudential role of Basel III liquidity provisions towards financial stability.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 7, p. 1133, doi. 10.1002/for.2766
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- Article
8
Do local and global factors impact the emerging markets' sovereign yield curves? Evidence from a data‐rich environment.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 7, p. 1214, doi. 10.1002/for.2763
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- Article
9
Application of Google Trends‐based sentiment index in exchange rate prediction.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 7, p. 1154, doi. 10.1002/for.2762
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- Publication type:
- Article
10
Assessing liquidity‐adjusted risk forecasts.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 7, p. 1179, doi. 10.1002/for.2758
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- Publication type:
- Article
11
Convolution‐based filtering and forecasting: An application to WTI crude oil prices.
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- Journal of Forecasting, 2021, v. 40, n. 7, p. 1230, doi. 10.1002/for.2757
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- Publication type:
- Article
12
Forecasting value at risk and conditional value at risk using option market data.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 7, p. 1190, doi. 10.1002/for.2756
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- Publication type:
- Article
13
Issue Information.
- Published in:
- Journal of Forecasting, 2021, v. 40, n. 7, p. 1131, doi. 10.1002/for.2706
- Publication type:
- Article