Results 211 to 220 of about 1,283,353 (347)
UK Forecasts of Annual GDP: Their Accuracy and the Information Categories Underlying Their Revisions
ABSTRACT Policy makers are concerned with the accuracy of GDP forecasts and want to understand the reasons for the revision of forecasts. We study these issues by examining forecasts of annual UK GDP growth by a panel of agents, published monthly by HM Treasury. We focus on two main issues: the developing accuracy of the group‐mean forecast as horizons
Nigel Meade, Ciaran Driver
wiley +1 more source
Transition from childhood to adulthood in neuromuscular disorders: results from the ERN EURO-NMD survey. [PDF]
Evangelista T +10 more
europepmc +1 more source
Modelling the future evolution of glaciers in the European Alps under the EURO-CORDEX RCM ensemble
Harry Zekollari +2 more
openalex +1 more source
Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices
ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer +3 more
wiley +1 more source
Expression of concern for Euro Surveill. 2026;31(2).
Eurosurveillance editorial team.
europepmc +1 more source
Coherent Forecasting of Realized Volatility
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source
The Case of Fleeting Orders and Flickering Quotes
ABSTRACT The literature controversially discusses the ambiguous motives and driving forces behind quickly cancelled limit orders (fleeting orders), which are characteristic of high‐frequency markets. In particular, manipulative and dysfunctional characteristics are feared. We analyze top‐of‐book fleeting orders—so‐called flickering quotes—and show with
Markus Ulze +2 more
wiley +1 more source
Author's correction for Euro Surveill. 2026;31(3).
Eurosurveillance editorial team.
europepmc +1 more source
The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis
ABSTRACT This paper revisits the relationship between the US dollar and cross‐currency basis (XCB) swap spreads. We show that the strength and direction of this relationship depend on the prevailing regime of the broad dollar. The evidence suggests that the well‐documented “dollar appreciates, basis widens” result holds primarily when the dollar is in ...
Daniel Felix Ahelegbey +2 more
wiley +1 more source

