4 research outputs found
Nonlinear Forecasting with Many Predictors Using Kernel Ridge Regression
- Author
- A J Smola
- A R Pagan
- B E Boser
- B Sch�lkopf
- C C � Akmakl?
- C De Mol
- Christiaan Heij
- D E Rapach
- D S Broomhead
- Dick J. C. van Dijk
- G C Cawley
- G Elliot
- H Huang
- H White
- J Bai
- J Faust
- J H Stock
- J H Wright
- J J J Groen
- J Racine
- K.-R M�ller
- M Aiolfi
- M C Medeiros
- Patrick J. F. Groenen
- Peter Exterkate
- S C Ludvigson
- T Poggio
- T Ter�svirta
- T Ter�svirta
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2011
- Field of study
Posterior-Predictive Evidence on US Inflation Using Phillips Curve Models with Non-Filtered Time Series
- Author
- A Levin
- C A Sims
- C A Sims
- C C � Akmakl?
- C J Erceg
- Cem Cakmakli
- D Delle Monache
- Del Negro
- Del Negro
- F Canova
- F Canova
- F Ferroni
- F Kleibergen
- F Schorfheide
- F Smets
- F Smets
- G Ascari
- G Ascari
- G Ascari
- G Calvo
- H. K. van Dijk
- J Faust
- J Fuhrer
- J Gal�
- J Gal�
- J Geweke
- J H Stock
- J H Stock
- J M Nason
- J Rudd
- Jeanne O
- L Benati
- L J Christiano
- L J Christiano
- M A Tanner
- M M Mcconnell
- M Woodford
- N G Mankiw
- Nalan Basturk
- P N Ireland
- Pinar Ceyhan
- R Gerlach
- S Ahmed
- S An
- S Geman
- T Cogley
- T Sargent
- T Yun
- Z Liu
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Forecasting Stock Returns with Large Dimensional Factor Models
- Author
- A Gargano
- A Goyal
- A Inoue
- A Timmermann
- B H Baltagi
- B S Paye
- C C � Akmakl?
- C J Neely
- C W J Granger
- D E Rapach
- D E Rapach
- D E Rapach
- D Giannone
- D Massacci
- D Pettenuzzo
- E Ghysels
- F Baetje
- F X Diebold
- G Bekaert
- G Chamberlain
- G Connor
- G Connor
- G Elliott
- G Leicht
- Hendry
- J Bai
- J Boivin
- J Fleming
- J Geweke
- J H Stock
- J H Stock
- J H Stock
- J Y Campbell
- J Y Campbell
- L Farmer
- L Menzly
- M A Ferreira
- M Barigozzi
- M D Banbura
- M Forni
- M Forni
- M Forni
- M Forni
- M Forni
- M H Pesaran
- M H Pesaran
- M H Pesaran
- M Hallin
- M Hallin
- M W Mccracken
- P Bossaerts
- P R Hansen
- R Giacomini
- R Giacomini
- S B Aruoba
- S C Ludvigson
- S Gon�alves
- S J Henkel
- S Ohno
- S Soccorsi
- T E Clark
- T E Clark
- T G Andersen
- T Sargent
- Z Pan
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
Technical Indicators and Realized Volatility: What is the Source of Predictability?
- Author
- ***
- A David
- A G Timmermann
- A Inoue
- A Mele
- A Rua
- A Rua
- A Timmermann
- A Timmermann
- A W Lo
- B R Marshall
- B Rossi
- B S Paye
- C C � Akmakl?
- C Christiansen
- C Conrad
- C H Park
- C J Neely
- C J Neely
- C J Neely
- C Panel
- D Buncic
- D Buncic
- D E Rapach
- D E Rapach
- D E Rapach
- D M Smith
- D Olson
- D Rapach
- E Acar
- E F Fama
- E Panopoulou
- F Baetje
- F Corsi
- G Bekaert
- G Bekaert
- G De Zwart
- G Faria
- G Faria
- G Faria
- G W Brown
- G W Schwert
- G W Schwert
- H Allen
- H Allen
- H Asgharian
- H H Lee
- H Hong
- H Hong
- I Jamali
- I Welch
- J A Frankel
- J B De Long
- J Barun�k
- J Crespo Cuaresma
- J D Hamilton
- J Goh
- J H Kim
- J Li
- J W Wilder
- J Y Campbell
- J Y Campbell
- J Y Campbell
- K Daniel
- K Zhang
- L Gao
- L Liu
- L Menkhoff
- L Menkhoff
- L Yin
- M A Ferreira
- M Baker
- M Grinblatt
- M K Brunnermeier
- M Risse
- N M Fiess
- N Nonejad
- N Taylor
- N Zarrabi
- P Caraiani
- P Della Corte
- P H Hsu
- P Veronesi
- Q Lin
- R A Levy
- R F Engle
- R F Engle
- R F Engle
- R L Czudaj
- R R Officer
- R Sullivan
- S C Ludvigson
- S J Jordan
- S J Jordan
- S J Taylor
- S Mittnik
- S W Chao
- T Berger
- T Bollerslev
- T Cenesizoglu
- T E Clark
- T Gehrig
- W Y Lee
- Y Han
- Y Han
- Y T Chen
- Y W Cheung
- Y Wang
- Y Wang
- Y Wei
- Y Yi
- Y Zhu
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2020
- Field of study