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There are 1296 results for: content related to: Direction-of-Change Financial Time Series Forecasting using a Similarity-Based Classification Model

  1. Does a lot help a lot? Forecasting stock returns with pooling strategies in a data-rich environment

    Journal of Forecasting

    Volume 37, Issue 1, January 2018, Pages: 37–63, Fabian Baetje

    Version of Record online : 24 MAY 2017, DOI: 10.1002/for.2475

  2. Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?

    Journal of Forecasting

    Volume 35, Issue 2, March 2016, Pages: 113–146, Henning Fischer, Ángela Blanco-FERNÁndez and Peter Winker

    Version of Record online : 4 NOV 2015, DOI: 10.1002/for.2371

  3. Estimating the Out-of-Sample Predictive Ability of Trading Rules: A Robust Bootstrap Approach

    Journal of Forecasting

    Volume 35, Issue 4, July 2016, Pages: 347–372, Julien Hambuckers and Cédric Heuchenne

    Version of Record online : 25 NOV 2015, DOI: 10.1002/for.2380

  4. Robust estimation of conditional variance of time series using density power divergences

    Journal of Forecasting

    Volume 36, Issue 6, September 2017, Pages: 703–717, Jin-Hong Park and T. N. Sriram

    Version of Record online : 27 MAR 2017, DOI: 10.1002/for.2465

  5. Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model

    Journal of Forecasting

    Volume 37, Issue 1, January 2018, Pages: 1–15, Henri Nyberg

    Version of Record online : 14 MAR 2017, DOI: 10.1002/for.2458

  6. A Time-Simultaneous Prediction Box for a Multivariate Time Series

    Journal of Forecasting

    Volume 34, Issue 8, December 2015, Pages: 675–693, Dag Kolsrud

    Version of Record online : 30 SEP 2015, DOI: 10.1002/for.2366

  7. Hybrid Forecasting with Estimated Temporally Aggregated Linear Processes

    Journal of Forecasting

    Volume 33, Issue 8, December 2014, Pages: 577–595, Lyudmila Grigoryeva and Juan-Pablo Ortega

    Version of Record online : 23 OCT 2014, DOI: 10.1002/for.2308

  8. Predicting Bid–Ask Spreads Using Long-Memory Autoregressive Conditional Poisson Models

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 724–742, Axel Groß-KlußMann and Nikolaus Hautsch

    Version of Record online : 22 AUG 2013, DOI: 10.1002/for.2267

  9. Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate

    Journal of Forecasting

    Volume 35, Issue 7, November 2016, Pages: 652–668, Mauro Costantini, Jesus Crespo Cuaresma and Jaroslava Hlouskova

    Version of Record online : 10 MAR 2016, DOI: 10.1002/for.2398

  10. Decision-Based Forecast Evaluation of UK Interest Rate Predictability

    Journal of Forecasting

    Volume 35, Issue 2, March 2016, Pages: 93–112, Kavita Sirichand and Stephen G. Hall

    Version of Record online : 15 OCT 2015, DOI: 10.1002/for.2369

  11. Policy-Oriented Macroeconomic Forecasting with Hybrid DGSE and Time-Varying Parameter VAR Models

    Journal of Forecasting

    Volume 35, Issue 7, November 2016, Pages: 613–632, Stelios D. Bekiros and Alessia Paccagnini

    Version of Record online : 28 FEB 2016, DOI: 10.1002/for.2401

  12. On the Difficulty of Measuring Forecasting Skill in Financial Markets

    Journal of Forecasting

    Volume 34, Issue 2, March 2015, Pages: 92–113, Stephen E. Satchell and Oliver J. Williams

    Version of Record online : 2 FEB 2015, DOI: 10.1002/for.2320

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

    Journal of Forecasting

    Volume 36, Issue 7, November 2017, Pages: 741–755, Han Lin Shang

    Version of Record online : 7 APR 2017, DOI: 10.1002/for.2467

  14. Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions

    Journal of Forecasting

    Volume 36, Issue 6, September 2017, Pages: 651–679, Kemal Guler, Pin T. Ng and Zhijie Xiao

    Version of Record online : 27 MAR 2017, DOI: 10.1002/for.2462

  15. Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions

    Journal of Forecasting

    Volume 36, Issue 6, September 2017, Pages: 718–740, Nima Nonejad

    Version of Record online : 27 MAR 2017, DOI: 10.1002/for.2466

  16. Prediction in a Generalized Spatial Panel Data Model with Serial Correlation

    Journal of Forecasting

    Volume 35, Issue 7, November 2016, Pages: 573–591, Badi H. Baltagi and Long Liu

    Version of Record online : 21 MAR 2016, DOI: 10.1002/for.2410

  17. Time-Varying Parameter Realized Volatility Models

    Journal of Forecasting

    Volume 36, Issue 5, August 2017, Pages: 566–580, Yudong Wang, Zhiyuan Pan and Chongfeng Wu

    Version of Record online : 28 NOV 2016, DOI: 10.1002/for.2454

  18. Forecasting the Daily Time-Varying Beta of European Banks During the Crisis Period: Comparison Between GARCH Models and the Kalman Filter

    Journal of Forecasting

    Volume 36, Issue 8, December 2017, Pages: 956–973, Yuanyuan Zhang and Taufiq Choudhry

    Version of Record online : 14 SEP 2016, DOI: 10.1002/for.2442

  19. Dynamic Model Averaging and CPI Inflation Forecasts: A Comparison between the Euro Area and the United States

    Journal of Forecasting

    Volume 34, Issue 8, December 2015, Pages: 619–648, Gabriele Di Filippo

    Version of Record online : 1 SEP 2015, DOI: 10.1002/for.2350

  20. When are Direct Multi-step and Iterative Forecasts Identical?

    Journal of Forecasting

    Volume 34, Issue 4, July 2015, Pages: 315–336, Tucker McElroy

    Version of Record online : 19 APR 2015, DOI: 10.1002/for.2321