No. 39-7, November 2020
Index
- A comparison of conditional predictive ability of implied volatility and realized measures in forecasting volatility
- A detailed look at crude oil price volatility prediction using macroeconomic variables
- Forecasting Australia's real house price index: A comparison of time series and machine learning methods
- Forecasting models in the manufacturing processes and operations management: Systematic literature review
- Issue Information
- Moving average threshold heterogeneous autoregressive (MAT‐HAR) models
- On the forecasting of high‐frequency financial time series based on ARIMA model improved by deep learning
- Professional forecasters' expectations, consistency, and international spillovers
- Sparse Bayesian vector autoregressions in huge dimensions
- The industrial asymmetry of the stock price prediction with investor sentiment: Based on the comparison of predictive effects with SVR
- Using the yield curve to forecast economic growth