Works matching IS 02776693 AND DT 2022 AND VI 41 AND IP 4

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

By:

Lu, Xinjie;
Ma, Feng;
Wang, Jiqian;
Liu, Jing

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

By:

Ito, Takumi;
Takeda, Fumiko

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

By:

Franses, Philip Hans;
Welz, Max

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

By:

Yilmaz, Ayse;
Yolcu, Ufuk

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

By:

Cai, Wensheng;
Pan, Zhiyuan;
Wang, Yudong

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

By:

Zhu, Dan;
Wang, Qingwei;
Goddard, John

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

By:

Toker, Selma;
Özbay, Nimet;
Månsson, Kristofer

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