No. 39-2, March 2020
Index
- A simple parameter‐driven binary time series model
- Evaluation of current research on stock return predictability
- Filtering and prediction of noisy and unstable signals: The case of Google Trends data
- Financial market imperfections and profitability: New evidence from a large panel of US SME firms
- Forecasting air pollution PM2.5 in Beijing using weather data and multiple kernel learning
- Forecasting of electricity price through a functional prediction of sale and purchase curves
- Issue Information
- Model instability in predictive exchange rate regressions
- Modeling and forecasting commodity market volatility with long‐term economic and financial variables
- On the use of power transformations in CAViaR models
- Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts
- Predicting loan default in peer‐to‐peer lending using narrative data
- Predictive ability and economic gains from volatility forecast combinations
- Volatility forecasting with bivariate multifractal models
- Volatility forecasts using stochastic volatility models with nonlinear leverage effects