No. 38-7, November 2019
Index
- A forecasting analysis of risk‐neutral equity and Treasury volatilities
- Can urban coffee consumption help predict US inflation?
- Do stock markets have predictive content for exchange rate movements?
- Forecasting with many predictors using Bayesian additive regression trees
- Issue Information
- Out‐of‐sample volatility prediction: A new mixed‐frequency approach
- Predicting multistage financial distress: Reflections on sampling, feature and model selection criteria
- Why do EMD‐based methods improve prediction? A multiscale complexity perspective