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 #1 to #50.

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  1. Sparse Bayesian vector autoregressions in huge dimensions: Label: en
  2. The accuracy of extrapolation (time series) methods: Results of a forecasting competition: Label: en
  3. Modeling and Forecasting the Yield Curve by an Extended Nelson-Siegel Class of Models: A Quantile Autoregression Approach: Label: en
  4. Model Uncertainty and Forecast Combination in High-Dimensional Multivariate Volatility Prediction: Label: en
  5. Mortality effects of economic fluctuations in selected eurozone countries: Label: en
  6. Adaptive learning from model space: Label: en
  7. Financial volatility modeling: The feedback asymmetric conditional autoregressive range model: Label: en
  8. Valuable information in early sales proxies: The use of Google search ranks in portfolio optimization: Label: en
  9. Forecasting electricity spot price for Nord Pool market with a hybrid k‐factor GARMA–LLWNN model: Label: en
  10. Understanding the interplay between covariance forecasting factor models and risk‐based portfolio allocations in currency carry trades: Label: en
  11. Value‐at‐risk under market shifts through highly flexible models: Label: en
  12. Volatility forecasting of crude oil market: A new hybrid method: Label: en
  13. A separate reduced‐form volatility forecasting model for nonferrous metal market: Evidence from copper and aluminum: Label: en
  14. Workforce forecasting models: A systematic review: Label: en
  15. Particle filtering of volatility dynamics for KOSPI200 and its sequential prediction: Label: en
  16. When are Direct Multi‐step and Iterative Forecasts Identical?: Label: en
  17. Modeling Compositional Time Series with Vector Autoregressive Models: Label: en
  18. A Method of Retail Mortgage Stress Testing: Based on Time‐Frame and Magnitude Analysis: Label: en
  19. Dynamic Latent Class Model Averaging for Online Prediction: Label: en
  20. Removing Forecasting Errors with White Gaussian Noise after Square Root Transformation: Label: en
  21. Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach: Label: en
  22. A Simple Linear Regression Approach to Modeling and Forecasting Mortality Rates: Label: en
  23. Augmented Half‐Life Estimation Based on High‐Frequency Data: Label: en
  24. On stock volatility forecasting based on text mining and deep learning under high‐frequency data: Label: en
  25. Stock markets and exchange rate behavior of the BRICS: Label: en
  26. Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work: Label: en
  27. Time series forecasting methods for the Baltic dry index: Label: en
  28. Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump: Label: en
  29. Predicting stock market volatility based on textual sentiment: A nonlinear analysis: Label: en
  30. Forecasting stock return volatility using a robust regression model: Label: en
  31. The reliability of geometric Brownian motion forecasts of S&P500 index values: Label: en
  32. Systemic risk and macroeconomic forecasting: A globally applicable copula‐based approach: Label: en
  33. Conditional covariance matrix forecast using the hybrid exponentially weighted moving average approach: Label: en
  34. Scheduled macroeconomic news announcements and Forex volatility forecasting: Label: en
  35. Measuring the market risk of freight rates: A forecast combination approach: Label: en
  36. A new parsimonious recurrent forecasting model in singular spectrum analysis: Label: en
  37. Quantile estimators with orthogonal pinball loss function: Label: en
  38. Volatility spillover from the US to international stock markets: A heterogeneous volatility spillover GARCH model: Label: en
  39. Strategic asset allocation by mixing shrinkage, vine copula and market equilibrium: Label: en
  40. Extracting information shocks from the Bank of England inflation density forecasts: Label: en
  41. Time series forecasting using functional partial least square regression with stochastic volatility, GARCH, and exponential smoothing: Label: en
  42. Robust forecast aggregation: Fourier L2E regression: Label: en
  43. Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model: Label: en
  44. Long Memory of Financial Time Series and Hidden Markov Models with Time‐Varying Parameters: Label: en
  45. Modelling and Trading the English and German Stock Markets with Novelty Optimization Techniques: Label: en
  46. Forecasting the Daily Time‐Varying Beta of European Banks During the Crisis Period: Comparison Between GARCH Models and the Kalman Filter: Label: en
  47. Time Series of Zero‐Inflated Counts and their Coherent Forecasting: Label: en
  48. Exploiting Spillovers to Forecast Crashes: Label: en
  49. A Time‐Simultaneous Prediction Box for a Multivariate Time Series: Label: en
  50. Forecasting Longevity Gains Using a Seemingly Unrelated Time Series Model: Label: en

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