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There are 36693 results for: content related to: In-Sample and Out-of-Sample Prediction of stock Market Bubbles: Cross-Sectional Evidence

  1. Hurricane Lifespan Modeling through a Semi-Markov Parametric Approach

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 369–384, Giovanni Masala

    Version of Record online : 14 MAY 2012, DOI: 10.1002/for.2245

  2. Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 395–408, Hossein Hassani, Saeed Heravi and Anatoly Zhigljavsky

    Version of Record online : 10 APR 2012, DOI: 10.1002/for.2244

  3. Forecasting the Effects of a Canada–US Currency Union on Output and Prices: A Counterfactual Analysis

    Journal of Forecasting

    Volume 32, Issue 7, November 2013, Pages: 639–653, S. Mahdi Barakchian

    Version of Record online : 22 JUL 2013, DOI: 10.1002/for.2259

  4. Forecasting Mixed-Frequency Time Series with ECM-MIDAS Models

    Journal of Forecasting

    Volume 33, Issue 3, April 2014, Pages: 198–213, Thomas B. Götz, Alain Hecq and Jean-Pierre Urbain

    Version of Record online : 3 MAR 2014, DOI: 10.1002/for.2286

  5. On the Predictive Content of Autoregression Residuals: A Semiparametric, Copula-Based Approach to Time Series Prediction

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 353–368, Helmut Herwartz

    Version of Record online : 23 JAN 2012, DOI: 10.1002/for.2241

  6. 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

  7. Quantile Double AR Time Series Models for Financial Returns

    Journal of Forecasting

    Volume 32, Issue 6, September 2013, Pages: 551–560, Yuzhi Cai, Gabriel Montes-Rojas and Jose Olmo

    Version of Record online : 29 MAY 2013, DOI: 10.1002/for.2261

  8. Backward-in-Time Selection of the Order of Dynamic Regression Prediction Model

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 685–701, Ioannis Vlachos and Dimitris Kugiumtzis

    Version of Record online : 26 JUL 2013, DOI: 10.1002/for.2265

  9. Early Warning with Calibrated and Sharper Probabilistic Forecasts

    Journal of Forecasting

    Volume 32, Issue 5, August 2013, Pages: 452–468, Reason L. Machete

    Version of Record online : 26 MAR 2012, DOI: 10.1002/for.2242

  10. Weighted Empirical Likelihood Estimator for Vector Multiplicative Error Model

    Journal of Forecasting

    Volume 32, Issue 7, November 2013, Pages: 613–627, Hao Ding and Kai-pui Lam

    Version of Record online : 11 JUL 2013, DOI: 10.1002/for.2257

  11. Forecasting Volatility with Many Predictors

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 743–754, Tsung-Han Ke and Yu-Pin Hu

    Version of Record online : 19 JUL 2013, DOI: 10.1002/for.2268

  12. A Novel Credit Rating Migration Modeling Approach Using Macroeconomic Indicators

    Journal of Forecasting

    Volume 32, Issue 7, November 2013, Pages: 654–672, Koen Berteloot, Wouter Verbeke, Gerd Castermans, Tony Van Gestel, David Martens and Bart Baesens

    Version of Record online : 22 JUL 2013, DOI: 10.1002/for.2263

  13. The Role of High-Frequency Intra-daily Data, Daily Range and Implied Volatility in Multi-period Value-at-Risk Forecasting

    Journal of Forecasting

    Volume 32, Issue 6, September 2013, Pages: 561–576, Dimitrios P. Louzis, Spyros Xanthopoulos-Sisinis and Apostolos P. Refenes

    Version of Record online : 7 JUN 2013, DOI: 10.1002/for.2249

  14. The Effects of Disaggregation on Forecasting Nonstationary Time Series

    Journal of Forecasting

    Volume 33, Issue 4, July 2014, Pages: 300–314, Pilar Poncela and Antonio García-Ferrer

    Version of Record online : 4 APR 2014, DOI: 10.1002/for.2291

  15. Exponentially Smoothing the Skewed Laplace Distribution for Value-at-Risk Forecasting

    Journal of Forecasting

    Volume 32, Issue 6, September 2013, Pages: 534–550, Richard Gerlach, Zudi Lu and Hai Huang

    Version of Record online : 25 JUN 2013, DOI: 10.1002/for.2255

  16. Monthly Employment Indicators of the Euro Area and Larger Member States: Real-Time Analysis of Indirect Estimates

    Journal of Forecasting

    Volume 33, Issue 5, August 2014, Pages: 339–349, Filippo Moauro

    Version of Record online : 23 MAY 2014, DOI: 10.1002/for.2295

  17. Prediction in an Unbalanced Nested Error Components Panel Data Model

    Journal of Forecasting

    Volume 32, Issue 8, December 2013, Pages: 755–768, Badi H. Baltagi and Alain Pirotte

    Version of Record online : 22 JUL 2013, DOI: 10.1002/for.2272

  18. Estimating and Predicting the General Random Effects Model

    Journal of Forecasting

    Volume 33, Issue 4, July 2014, Pages: 270–283, Eugene Kouassi, Alain Constant Kamdem, Mbodja Mougoué and Jean Marcelin Bosson Brou

    Version of Record online : 9 MAY 2014, DOI: 10.1002/for.2283

  19. A Dynamic Factor Approach to Mortality Modeling

    Journal of Forecasting

    Volume 32, Issue 7, November 2013, Pages: 587–599, Declan French and Colin O'Hare

    Version of Record online : 5 APR 2013, DOI: 10.1002/for.2254

  20. Hierarchical Shrinkage in Time-Varying Parameter Models

    Journal of Forecasting

    Volume 33, Issue 1, January 2014, Pages: 80–94, Miguel A.G. Belmonte, Gary Koop and Dimitris Korobilis

    Version of Record online : 19 DEC 2013, DOI: 10.1002/for.2276