Cited in
(32)- How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns
- Volatility forecasting of strategically linked commodity ETFs: gold-silver
- Evaluation of volatility predictions in a VaR framework
- AS 154
- MSC
- RcppParallel
- syuzhet
- FreSpeD
- lgarch
- MSGARCH
- MCSprocedure
- openNLP
- quanteda
- stm
- qdap
- sentimentr
- sentometrics
- RcppRoll
- OptiSembleForecasting
- npreg
- dcmle
- Conditional asymmetry in power ARCH() models
- The Model Confidence Set
- The effects of conventional and unconventional monetary policy on forecasting the yield curve
- TREE-BASED MACHINE LEARNING METHODS FOR MODELING AND FORECASTING MORTALITY
- Multi-population mortality modeling: when the data is too much and not enough
- Data cloning estimation for asymmetric stochastic volatility models
- Option implied moments obtained through fuzzy regression
- How good can heuristic-based forecasts be? A comparative performance of econometric and heuristic models for UK and US asset returns
- A robust functional time series forecasting method
- A change-point approach for the identification of financial extreme regimes
- Forecasting volatility returns of oil price using gene expression programming approach.
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