Local Predictability in High Dimensions

Author:

Adämmer Philipp,Lehmann Sven,Schüssler Rainer Alexander

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference75 articles.

1. Nonlinearity and flight-to-safety in the risk-return trade-off for stocks and bonds;T Adrian;Journal of Finance,2019

2. Model uncertainty, thick modelling and the predictability of stock returns;M Aiolfi;Journal of Forecasting,2005

3. Prediction using several macroeconomic models;G Amisano;Review of Economics and Statistics,2017

4. Why does forecast combination work so well?;A F Atiya;International Journal of Forecasting,2020

5. Forecasting with economic news;L Barbaglia;Journal of Business & Economic Statistics,2022

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. hdflex: High-Dimensional Aggregate Density Forecasts;CRAN: Contributed Packages;2023-06-13

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