ヘルプ
ヘルプ

検索結果 133 件

Bayesian quantile forecasting via the realized hysteretic GARCH model

Bayesian quantile forecasting via the realized hysteretic GARCH model
デジタル記事
2022-06-21Journal of Forecasting41 7p.1317-1337
全国の図書館
  • 掲載誌（ISSN）02776693

The value added of the Bank of Japan's range forecasts

The value added of the Bank of Japan's range forecasts
デジタル記事
2020-12-22Journal of Forecasting40 5p.817-833
全国の図書館
  • 掲載誌（ISSN）02776693

Is implied volatility more informative for forecasting realized volatility: An international perspective

Is implied volatility more informative for forecasting realized volatility: An international perspective
デジタル記事
2020-04-28Journal of Forecasting39 8p.1253-1276
全国の図書館
  • 掲載誌（ISSN）02776693

Moving average threshold heterogeneous autoregressive (MAT‐HAR) models

Moving average threshold heterogeneous autoregressive (MAT‐HAR) models
デジタル記事
2020-03-05Journal of Forecasting39 7p.1035-1042
全国の図書館
  • 掲載誌（ISSN）02776693

The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles

The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles
デジタル記事
2020-03-03Journal of Forecasting39 6p.957-965
全国の図書館
  • 掲載誌（ISSN）02776693

Do credit booms predict US recessions?

Do credit booms predict US recessions?
デジタル記事
2020-02-25Journal of Forecasting39 6p.887-910
全国の図書館
  • 掲載誌（ISSN）02776693

Model averaging estimation for conditional volatility models with an application to stock market volatility forecast

Model averaging estimation for conditional volatility models with an application to stock market volatility forecast
デジタル記事
2020-02-17Journal of Forecasting39 5p.841-863
全国の図書館
  • 掲載誌（ISSN）02776693

A deep residual compensation extreme learning machine and applications

A deep residual compensation extreme learning machine and applications
デジタル記事
2020-02-17Journal of Forecasting39 6p.986-999
全国の図書館
  • 掲載誌（ISSN）02776693

Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms

Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms
デジタル記事
2020-02-05Journal of Forecasting39 5p.788-796
全国の図書館
  • 掲載誌（ISSN）02776693

Forecasting with unbalanced panel data

Forecasting with unbalanced panel data
デジタル記事
2020-02-03Journal of Forecasting39 5p.709-724
全国の図書館
  • 掲載誌（ISSN）02776693

Short‐term forecasting of the US unemployment rate

Short‐term forecasting of the US unemployment rate
デジタル記事
2019-12-15Journal of Forecasting39 3p.394-411
全国の図書館
  • 掲載誌（ISSN）02776693

Volatility forecasts using stochastic volatility models with nonlinear leverage effects

Volatility forecasts using stochastic volatility models with nonlinear leverage effects
デジタル記事
2019-08-16Journal of Forecasting39 2p.143-154
全国の図書館
  • 掲載誌（ISSN）02776693

Out‐of‐sample volatility prediction: A new mixed‐frequency approach

Out‐of‐sample volatility prediction: A new mixed‐frequency approach
デジタル記事
2019-04-23Journal of Forecasting38 7p.669-680
全国の図書館
  • 掲載誌（ISSN）02776693

Measuring large‐scale market responses and forecasting aggregated sales: Regression for sparse high‐dimensional data

Measuring large‐scale market responses and forecasting aggregated sales: Regression for sparse high‐dimensional data
デジタル記事
2019-02-22Journal of Forecasting38 5p.440-458
全国の図書館
  • 掲載誌（ISSN）02776693

Volatility forecasting of crude oil market: A new hybrid method

Volatility forecasting of crude oil market: A new hybrid method
デジタル記事
2017-12-21Journal of Forecasting37 8p.781-789
全国の図書館
  • 掲載誌（ISSN）02776693

Forecasting intraday S&P 500 index returns: A functional time series approach

Forecasting intraday S&P 500 index returns: A functional time series approach
デジタル記事
2017-04-07Journal of Forecasting36 7p.741-755
全国の図書館
  • 掲載誌（ISSN）02776693

Understanding algorithm aversion: When is advice from automation discounted?

Understanding algorithm aversion: When is advice from automation discounted?
デジタル記事
2017-03-24Journal of Forecasting36 6p.691-702
全国の図書館
  • 掲載誌（ISSN）02776693

Time‐Varying Parameter Realized Volatility Models

Time‐Varying Parameter Realized Volatility Models
デジタル記事
2016-11-28Journal of Forecasting36 5p.566-580
全国の図書館
  • 掲載誌（ISSN）02776693

Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach

Forecasting Inflation Across Euro Area Countries and Sectors: A Panel VAR Approach
デジタル記事
2016-09-18Journal of Forecasting36 4p.431-453
全国の図書館
  • 掲載誌（ISSN）02776693

Modeling and Forecasting Online Auction Prices: A Semiparametric Regression Analysis

Modeling and Forecasting Online Auction Prices: A Semiparametric Regression Analysis
デジタル記事
2016-05-19Journal of Forecasting36 2p.156-164
全国の図書館
  • 掲載誌（ISSN）02776693