Entity usage

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This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

List of pages that use a given entity

Showing below up to 50 results in range #51 to #100.

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  1. The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises: Label: en
  2. On the Benefits of Equicorrelation for Portfolio Allocation: Label: en
  3. Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets: Label: en
  4. Forecasting Core Business Transformation Risk Using the Optimal Rough Set and the Neural Network: Label: en
  5. Prediction of α‐stable GARCH and ARMA‐GARCH‐M models: Label: en
  6. Self‐Restraining Bass Models: Label: en
  7. On assessing the relative performance of default predictions: Label: en
  8. A Robust Test for Threshold‐Type Nonlinearity in Multivariate Time Series Analysis: Label: en
  9. Measuring Disagreement in Qualitative Expectations: Label: en
  10. Prediction‐based adaptive compositional model for seasonal time series analysis: Label: en
  11. Mortality effects of temperature changes in the United Kingdom: Label: en
  12. Cross‐Section Stock Return and Implied Covariance between Jump and Diffusive Volatility: Label: en
  13. The impact of parameter and model uncertainty on market risk predictions from GARCH‐type models: Label: en
  14. The Predictive Performance Evaluation of Biased Regression Predictors With Correlated Errors: Label: en
  15. PARX model for football match predictions: Label: en
  16. Beating the VAR: Improving Swedish GDP Forecasts Using Error and Intercept Corrections: Label: en
  17. Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach: Label: en
  18. Adjusting for information content when comparing forecast performance: Label: en
  19. Forecasting Multivariate Time Series with the Theta Method: Label: en
  20. Improvement of the Liu‐type Shiller estimator for distributed lag models: Label: en
  21. A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility: Label: en
  22. Predicting the Distribution of Stock Returns: Model Formulation, Statistical Evaluation, VaR Analysis and Economic Significance: Label: en
  23. What can we learn from the fifties?: Label: en
  24. Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models: Label: en
  25. Forecasting intraday S&P 500 index returns: A functional time series approach: Label: en
  26. Semi‐Structural Forecasting of UK Inflation Based on the Hybrid New Keynesian Phillips Curve: Label: en
  27. Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions: Label: en
  28. Predictable Return Distributions: Label: en
  29. Robust estimation of conditional variance of time series using density power divergences: Label: en
  30. On the Difficulty of Measuring Forecasting Skill in Financial Markets: Label: en
  31. Modeling and forecasting realized volatility in German–Austrian continuous intraday electricity prices: Label: en
  32. Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction: Label: en
  33. Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions: Label: en
  34. Forecasting Death Rates Using Exogenous Determinants: Label: en
  35. Forecast robustness in macroeconometric models: Label: en
  36. Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms: Label: en
  37. Backtesting Value‐at‐Risk: A Generalized Markov Test: Label: en
  38. Hybrid Forecasting with Estimated Temporally Aggregated Linear Processes: Label: en
  39. Forecasting with Specification‐Switching VARs: Label: en
  40. A Quantile Regression Approach to Equity Premium Prediction: Label: en
  41. Time‐Varying Parameter Realized Volatility Models: Label: en
  42. New Evidence on the Ability of Asset Prices and Real Economic Activity Forecast Errors to Predict Inflation Forecast Errors: Label: en
  43. Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility: Label: en
  44. Short‐Term Stock Price Prediction Based on Limit Order Book Dynamics: Label: en
  45. Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations: Label: en
  46. Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach: Label: en
  47. Forecasting Online Auctions via Self‐Exciting Point Processes: Label: en
  48. An Inhomogeneous Hidden Markov Model for Efficient Virtual Machine Placement in Cloud Computing Environments: Label: en
  49. Stock Market Simulation Using Support Vector Machines: Label: en
  50. Benchmark Forecast and Error Modeling: Label: en

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