Forecasts of Period-average Exchange Rates: Insights from Real-time Daily Data: Stephen Snudden
05.01.2026 09:58
👍 0
🔁 0
💬 0
📌 0
Forecasts of Period-average Exchange Rates: Insights from Real-time Daily Data: Stephen Snudden
Motif Discovery in the Irregularly Sampled Time Series Data: Alyakin, Anton
Improved Value-at-Risk (VaR) Forward Curve Projection Using the Full Option Premium Profile: Bullock, David W.; Okoto, Edna M.
Debiased Bayesian Inference for High-dimensional Regression Models: Qihui Chen; Zheng Fang; Ruixuan Liu
Learning Time-Varying Correlation Networks with FDR Control via Time-Varying P-values: Bufan Li; Lujia Bai; Weichi Wu
Partial multivariate transformer as a tool for cryptocurrencies time series prediction: Andrzej Tokajuk; Jaros{\l}aw A. Chudziak
xtbreak: Testing and estimating structural breaks in time-series and panel data in Stata
Revisiting Oil Supply News Shocks: Proxy vs. Non-Gaussian Structural Vector Autoregressions: Helmut Lütkepohl; Till Strohsal
Chronos-2: From Univariate to Universal Forecasting: Pablo Guerron-Quintana; Amazon Web Services
Learning from crises: A new class of time-varying parameter VARs with observable adaptation: Nicolas Hardy; Dimitris Korobilis
Volatility time series modeling by single-qubit quantum circuit learning
The Stochastic Simulations of the Commission’s Debt Sustainability Analysis: A Refined Approach: Frédérique Bec; François Courtoy; Philipp Mohl; Frederic Opitz
The Three-Dimensional Decomposition of Volatility Memory: Ziyao Wang; A. Alexandre Trindade; Svetlozar T. Rachev
Standard and stressed value at risk forecasting using dynamic Bayesian networks: Eden Gross; Ryan Kruger; Francois Toerien
Re(Visiting) Time Series Foundation Models in Finance: Eghbal Rahimikia; Hao Ni; Weiguan Wang
Visibility-Graph Asymmetry as a Structural Indicator of Volatility Clustering
A Granular Framework for Construction Material Price Forecasting: Econometric and Machine-Learning Approaches: Boge Lyu; Qianye Yin; Iris Denise Tommelein; Hanyang Liu; Karnamohit Ranka; Karthik Yeluripati; Junzhe Shi
GDP Nowcasting Performance of Traditional Econometric Models vs Machine-Learning Algorithms: Simulation and Case Studies: Klakow Akepanidtaworn; Korkrid Akepanidtaworn
Implicit score-driven filters for time-varying parameter models: Rutger-Jan Lange; Bram van Os; Dick van Dijk
Estimation of High-dimensional Nonlinear Vector Autoregressive Models: Yuefeng Han; Likai Chen; Wei Biao Wu
An Unobserved Components Based Test for Asset Price Bubbles: Astill, Sam; Harvey, David I; Leybourne, Stephen J; Taylor, AM Robert
Threshold Tensor Factor Model in CP Form: Stevenson Bolivar; Rong Chen; Yuefeng Han
Consistent boundaries for the one-step-ahead forecast error criterion and the AIC in vector autoregressions