Results 111 to 120 of about 50,283 (214)

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Economic and econometric methods to measure the illicit tobacco trade: A scoping review. [PDF]

PLOS Glob Public Health
Phyo PP, Walker N, Ao BT, Sbai E, Bullen C.   +4 more
europepmc   +1 more source

Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices

Journal of Forecasting, EarlyView.
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, Kristofer Månsson, Pär Sjölander, Gazi Salah Uddin   +3 more
wiley   +1 more source

Spatial econometric analysis of health workforce distribution and its influencing factors in Inner Mongolia, China. [PDF]

PLoS One
Hu J, Xu L, Li X, Liu S.
europepmc   +1 more source

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

Bibliometric Analysis of Islamic Crowdfunding: A Literature Review of Its Journey. [PDF]

F1000Res
Purwatiningsih A, Purnamasari S, Setyawati H, Indriani A, Prawitasari D, Fitria S.   +5 more
europepmc   +1 more source

Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley   +1 more source

Mapping Research Trends in AI-Based Tourism and Hospitality Marketing: A Bibliometric and Thematic Review. [PDF]

F1000Res
Tyagi PK, Aggarwal P, Tyagi P, Vasudevan A, Singh PK.   +4 more
europepmc   +1 more source

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
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

Behavioral finance in a hundred keywords. [PDF]

Heliyon
Corzo T, Hernán R, Pedrosa G.
europepmc   +1 more source