Filter by: Subject
Login
UPSpace Home
→
University of Pretoria: Research Output
→
Research Articles (University of Pretoria)
→
Filter by: Subject
JavaScript is disabled for your browser. Some features of this site may not work without it.
Filter by: Subject
Results Per Page:
5
10
20
40
60
80
100
Now showing items 1-100
Next Page
Forecasting (10)
Forecast evaluation (7)
Brazil, Russia, India, China and South Africa (BRICS) (6)
United States (US) (6)
Predictability (4)
Tail risks (4)
Geopolitical risks (GPRs) (3)
Global vector autoregressive (GVAR) (3)
Gross domestic product (GDP) (3)
Mixed data sampling (MIDAS) (3)
Oil price (3)
Stock market (3)
United Kingdom (UK) (3)
Asymmetry (2)
Coronavirus disease 2019 (COVID-19) (2)
COVID-19 pandemic (2)
Exchange rate volatility (2)
Financial uncertainty (2)
GARCH-MIDAS (2)
GARCH-MIDAS-X (2)
Global economic conditions (2)
Global financial cycle (GFCy) (2)
Gold market volatility (2)
Machine learning (2)
Macroeconomic uncertainty (2)
MIDAS models (2)
Random forests (2)
Real GDP (2)
Advanced economies (1)
Advanced equity markets (1)
Asymmetric loss (1)
Bayesian dynamic factor model (1)
Bayesian dynamic learning (1)
Canada (1)
Commodity prices (1)
Conditional autoregressive value at risk (CAViaR) (1)
Connectedness (1)
Constant-parameter and time-varying models (1)
Dynamic variable selection prior with variational Bayes (DVSVB) (1)
Economic policy uncertainty (EPU) (1)
El Niño (1)
El Niño Southern Oscillation (ENSO) (1)
Emerging and developed markets (1)
Emerging economies (1)
Energy markets volatility (1)
Equatorial Southern Oscillation Index (EQSOI) (1)
Equity and oil markets (1)
Exchange rate forecasting (1)
Exchange rate predictability (1)
Exchange rate return (1)
Exchange rates (1)
Financial markets (1)
Financial turbulence (1)
Forecast (1)
GARCH-MIDAS model (1)
Generalised autoregressive conditional heteroskedasticity (GARCH) (1)
Generalised autoregressive conditional heteroskedasticity variant of mixed data sampling (GARCH–MIDAS) (1)
Generalized autoregressive conditional heteroskedasticity (GARCH) (1)
Generalized autoregressive conditional heteroskedasticity-mixed data sampling (GARCH-MIDAS) (1)
Global vector autoregressive model (1)
Gold price (1)
Gold-to-platinum price ratio (1)
Gold-to-silver price ratio (1)
HAR models (1)
Heterogenous autoregressive (HAR)-RV model (1)
High-dimensional models (1)
Historical output growth (1)
Housing markets synchronization (1)
Housing price uncertainty (1)
Housing return (1)
http://wileyonlinelibrary.com/journal/for (1)
Infectious diseases related uncertainty (1)
Inflation hedging property (1)
International equity markets (1)
La Niña (1)
Large number of predictors (1)
Midas regression (1)
Mixed frequency (1)
Mixed-data sampling (MIDAS) (1)
Mixed-frequency (1)
Monetary policy shock (1)
Moving average heterogeneous autoregressive (MAT‐HAR) (1)
Non-linear SVAR (1)
Nonlinearities (1)
Oil price uncertainty shocks (1)
Oil returns (1)
Oil shock (1)
Oil shocks (1)
Oil tail risks (1)
Oil uncertainty (1)
Oil volatility (1)
Opec news (1)
Organization of the petroleum exporting countries (OPEC) (1)
Out-of-sample predictability (1)
Output growth (1)
Precious metals volatility (1)
Random walk (1)
Real housing returns (1)
Real stock returns (1)
Realized variance of oil-price (1)
Now showing items 1-100
Next Page
Search UPSpace
Search UPSpace
This Collection
Browse
All of UPSpace
Communities & Collections
Issue Date
Authors
Titles
Subjects
Supervisor
UP Author
UP Postgraduate
Type
This Collection
Issue Date
Authors
Titles
Subjects
Supervisor
UP Author
UP Postgraduate
Type
My Account
Login
Register
UPSpace Workspace