Yield curve forecasting with the Burg model
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2017 |
Rostan, Pierre |
Severity prediction of traffic accident using an artificial neural network
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2017 |
Alkheder, Sharaf |
Treed avalanche forecasting : mitigating avalanche danger utilizing Bayesian additive regression trees
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2017 |
Blattenberger, Gail |
Two tales of return predictability : the case of Asia-Pacific equity markets
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2017 |
Shynkevich, Andrei |
Identifying expensive trades by monitoring the limit order book
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2017 |
Detollenaere, Benoit |
Integrating quarterly data into a dynamic factor model of US monthly GDP
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2017 |
Vlavonou, Firmin |
Analysts' dynamic decisions : timeliness versus accuracy
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2017 |
Jordan, Steven J. |
Multi-model forecasts of the West Texas intermediate crude oil spot price
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2017 |
Ryan, Laura |
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
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2017 |
Gupta, Rangan |
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
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2017 |
Nonejad, Nima |
Realized volatility forecasting of agricultural commodity futures using long memory and regime switching
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2017 |
Tian, Fengping |
Can we predict the financial markets based on Google's search queries?
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2017 |
Perlin, Marcelo Scherer |
Nonlinearities in the CAPM : evidence from developed and emerging markets
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2017 |
Neslihanoglu, Serdar |
Exploiting spillovers to forecast crashes
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2017 |
Gresnigt, Francine |
Predicting systemic risk with entropic indicators
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2017 |
Gradojevic, Nikola |
The informational content of the term spread in forecasting the US inflation rate : a nonlinear approach
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2017 |
Plakandaras, Vasilios |
Modeling and forecasting online auction prices : a semiparametric regression analysis
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2017 |
Chan, Ngai Hang |
On the modelling and forecasting of multivariate realized volatility : generalized heterogeneous autoregressive (GHAR) model
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2017 |
Čech, František |
Multicategory purchase incidence models for partitions of product categories
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2017 |
Hruschka, Harald |
Adaptive interest rate modelling
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2017 |
Guo, Mengmeng |