Toward robust early-warning models: a horse race, ensembles and model uncertainty-Reference-Cited by-同舟云学术

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Toward robust early-warning models: a horse race, ensembles and model uncertainty

Published:2017-09-20 Issue:12 Volume:17 Page:1933-1963
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Holopainen Markus¹,Sarlin Peter¹²³

Affiliation:

1. RiskLab Finland at Arcada University of Applied Sciences, Helsinki, Finland.

2. Center of Excellence SAFE at Goethe University Frankfurt, Frankfurt am Main, Germany.

3. Department of Economics, Hanken School of Economics, Arkadiankatu 22, 00100Helsinki, Finland.

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/14697688.2017.1357972

Reference88 articles.

1. Quasi real time early warning indicators for costly asset price boom/bust cycles: A role for global liquidity

2. An Introduction to Kernel and Nearest-Neighbor Nonparametric Regression

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