Forecasting nonstationary time series.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1930, doi. 10.1002/for.2998
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2023 AND VI 42 AND IP 7
Results: 20
1
2
Forecasting realized volatility of Bitcoin: The informative role of price duration.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1909, doi. 10.1002/for.2989
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- Publication type:
- Article
3
Optimal forecasts in the presence of discrete structural breaks under long memory.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1889, doi. 10.1002/for.2988
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- Publication type:
- Article
4
Comprehensive commodity price forecasting framework using text mining methods.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1865, doi. 10.1002/for.2985
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- Publication type:
- Article
5
On bootstrapping tests of equal forecast accuracy for nested models.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1844, doi. 10.1002/for.2987
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- Publication type:
- Article
6
Effective multi-step ahead container throughput forecasting under the complex context.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1823, doi. 10.1002/for.2986
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- Publication type:
- Article
7
Forecasting the stock risk premium: A new statistical constraint.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1805, doi. 10.1002/for.2984
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- Publication type:
- Article
8
Default return spread: A powerful predictor of crude oil price returns.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1786, doi. 10.1002/for.2983
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- Publication type:
- Article
9
Yield spread selection in predicting recession probabilities.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1772, doi. 10.1002/for.2980
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- Publication type:
- Article
10
Electricity price forecasting using hybrid deep learned networks.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1750, doi. 10.1002/for.2981
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- Publication type:
- Article
11
A hybrid forecasting model based on deep learning feature extraction and statistical arbitrage methods for stock trading strategies.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1729, doi. 10.1002/for.2978
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- Publication type:
- Article
12
A review of artificial intelligence quality in forecasting asset prices.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1708, doi. 10.1002/for.2979
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- Publication type:
- Article
13
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed-frequency multivariate singular spectrum analyses.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1690, doi. 10.1002/for.2982
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- Publication type:
- Article
14
Forecasting nonperforming loans using machine learning.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1664, doi. 10.1002/for.2977
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- Publication type:
- Article
15
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1648, doi. 10.1002/for.2972
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- Publication type:
- Article
16
Forecasting stock volatility with a large set of predictors: A new forecast combination method.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1622, doi. 10.1002/for.2973
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- Publication type:
- Article
17
Forecasting stock return volatility: Realized volatility-type or duration-based estimators.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1594, doi. 10.1002/for.2974
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- Publication type:
- Article
18
Nowcasting the state of the Italian economy: The role of financial markets.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1569, doi. 10.1002/for.2958
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- Publication type:
- Article
19
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1560, doi. 10.1002/for.2976
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- Publication type:
- Article
20
Forecasting global stock market volatility: The impact of volatility spillover index in spatial-temporal graph-based model.
- Published in:
- Journal of Forecasting, 2023, v. 42, n. 7, p. 1539, doi. 10.1002/for.2975
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- Publication type:
- Article