No. 39-5, August 2020
Index
- A generalized regression model based on hybrid empirical mode decomposition and support vector regression with back‐propagation neural network for mid‐short‐term load forecasting
- Forecasting stock volatility in the presence of extreme shocks: Short‐term and long‐term effects
- Forecasting with unbalanced panel data
- Identifying US business cycle regimes using dynamic factors and neural network models
- Incorporating textual and management factors into financial distress prediction: A comparative study of machine learning methods
- Issue Information
- Model averaging estimation for conditional volatility models with an application to stock market volatility forecast
- On long memory origins and forecast horizons
- Shift‐contagion in energy markets and global crisis
- Timescale classification in wind forecasting: A review of the state‐of‐the‐art
- Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms