Model-Free Time-Aggregated Predictions for Econometric Datasets
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Cited by:
- Kejin Wu & Sayar Karmakar & Rangan Gupta, 2023.
"GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables,"
Papers
2308.13346, arXiv.org, revised Sep 2024.
- Kejin Wu & Sayar Karmakar & Rangan Gupta, 2024. "GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables," Working Papers 202425, University of Pretoria, Department of Economics.
- Kejin Wu & Sayar Karmakar, 2023. "A model-free approach to do long-term volatility forecasting and its variants," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-38, December.
- Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2024.
"Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data,"
Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 487-513, July.
- Rangan Gupta & Sayar Karmakar & Christian Pierdzioch, 2022. "Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data," Working Papers 202201, University of Pretoria, Department of Economics.
- Kejin Wu & Sayar Karmakar & Rangan Gupta & Christian Pierdzioch, 2023. "Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa," Working Papers 202326, University of Pretoria, Department of Economics.
- Sonia Leva, 2022. "Editorial for Special Issue: “Feature Papers of Forecasting 2021”," Forecasting, MDPI, vol. 4(1), pages 1-3, March.
- Dimitris N. Politis & Kejin Wu, 2023. "Multi-Step-Ahead Prediction Intervals for Nonparametric Autoregressions via Bootstrap: Consistency, Debiasing, and Pertinence," Stats, MDPI, vol. 6(3), pages 1-29, August.
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Keywords
ARCH-GARCH; model-free; aggregated forecasting;All these keywords.
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