Results: 11
Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching: New evidence from MIDAS models.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 4, p. 853, doi. 10.1002/for.2837
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- Publication type:
- Article
Do sentiment indices always improve the prediction accuracy of exchange rates?
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 4, p. 840, doi. 10.1002/for.2836
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- Publication type:
- Article
Evaluating heterogeneous forecasts for vintages of macroeconomic variables.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 4, p. 829, doi. 10.1002/for.2835
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- Publication type:
- Article
Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 4, p. 810, doi. 10.1002/for.2834
- Publication type:
- Article
Dendritic neuron model neural network trained by modified particle swarm optimization for time‐series forecasting.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 4, p. 793, doi. 10.1002/for.2833
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- Publication type:
- Article
Uncertainty and the predictability of stock returns.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 4, p. 765, doi. 10.1002/for.2832
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- Publication type:
- Article
A new hedging hypothesis regarding prediction interval formation in stock price forecasting.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 4, p. 697, doi. 10.1002/for.2830
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- Publication type:
- Article
Mixed data sampling regression: Parameter selection of smoothed least squares estimator.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 4, p. 718, doi. 10.1002/for.2828
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- Publication type:
- Article
Multiperiod default probability forecasting.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 4, p. 677, doi. 10.1002/for.2825
- Publication type:
- Article
Recession forecasting with high‐dimensional data.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 4, p. 752, doi. 10.1002/for.2823
- Publication type:
- Article
Issue Information.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 4, p. 675, doi. 10.1002/for.2789
- Publication type:
- Article