Showing items related by title, author, creator and subject.

• Macroeconomic forecasting using model averaging 

  Verra, Christina (2009)

  Recently, there has been a broadening concern on forecasting techniques that are applied on large data sets, since economists in business and management want to deal with the great magnitude of information. In this ...

• Financial conditions and density forecasts for US output and inflation 

  MUMTAZ, H; alessandri, P

• A Study Of Stock Volatility In The Context Of Factor Volatility Models For Large Datasets: Factor Analysis And Forecasting 

  Lui, Sze Wai Silvia (2007)

  This thesis is a study of stock volatility adopting two factor volatility models for large datasets: the orthogonal GARCH model and the stochastic volatility factor model. An application is made to the constituent stocks ...