Works matching IS 02776693 AND DT 2024 AND VI 43 AND IP 1

Results: 12

Local prediction pools.

Published in:

Journal of Forecasting, 2024, v. 43, n. 1, p. 103, doi. 10.1002/for.3030

By:

Oelrich, Oscar;
Villani, Mattias;
Ankargren, Sebastian

Publication type:

Article

Forecast combination puzzle in the HAR model.

Published in:

Journal of Forecasting, 2024, v. 43, n. 1, p. 118, doi. 10.1002/for.3029

By:

Clements, Adam;
Vasnev, Andrey L

Publication type:

Article

Comparison of improved relevance vector machines for streamflow predictions.

Published in:

Journal of Forecasting, 2024, v. 43, n. 1, p. 159, doi. 10.1002/for.3028

By:

Adnan, Rana Muhammad;
Mostafa, Reham R.;
Dai, Hong‐Liang;
Mansouri, Ehsan;
Kisi, Ozgur;
Zounemat‐Kermani, Mohammad

Publication type:

Article

Liquidity premiums, interest rate differentials, and nominal exchange rate prediction.

Published in:

Journal of Forecasting, 2024, v. 43, n. 1, p. 138, doi. 10.1002/for.3027

By:

Wang, Yi‐Chiuan;
Wu, Jyh‐Lin

Publication type:

Article

Assessing the economy using faster indicators.

Published in:

Journal of Forecasting, 2024, v. 43, n. 1, p. 208, doi. 10.1002/for.3026

By:

Kapetanios, George;
Papailias, Fotis

Publication type:

Article

A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting.

Published in:

Journal of Forecasting, 2024, v. 43, n. 1, p. 40, doi. 10.1002/for.3025

By:

Wang, Chao;
Gerlach, Richard

Publication type:

Article

Volatility forecasting with an extended GARCH‐MIDAS approach.

Published in:

Journal of Forecasting, 2024, v. 43, n. 1, p. 24, doi. 10.1002/for.3023

By:

Li, Xiongying;
Ye, Cheng;
Bhuiyan, Miraj Ahmed;
Huang, Shuiren

Publication type:

Article

How to detect and forecast corporate fraud by media reports? An approach using machine learning and qualitative comparative analysis.

Published in:

Journal of Forecasting, 2024, v. 43, n. 1, p. 58, doi. 10.1002/for.3022

By:

Qiu, Shi;
Luo, Yuansheng

Publication type:

Article

Stock picking with machine learning.

Published in:

Journal of Forecasting, 2024, v. 43, n. 1, p. 81, doi. 10.1002/for.3021

By:

Wolff, Dominik;
Echterling, Fabian

Publication type:

Article

Forecasting volatility with investor pessimism index: Exploring the predictive power of search queries.

Published in:

Journal of Forecasting, 2024, v. 43, n. 1, p. 3, doi. 10.1002/for.3020

By:

Chu, Xiaojun;
Xu, Li

Publication type:

Article

A multivariate GARCH–jump mixture model.

Published in:

Journal of Forecasting, 2024, v. 43, n. 1, p. 182, doi. 10.1002/for.3019

By:

Li, Chenxing;
Maheu, John M.

Publication type:

Article

Issue Information.

Published in:: Journal of Forecasting, 2024, v. 43, n. 1, p. 1, doi. 10.1002/for.2990
Publication type:: Article