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Coronavirus disease 2019 (COVID-19) (2)
COVID-19 pandemic (2)
Economic policy uncertainty (EPU) (2)
Exchange rates (2)
Geopolitical risks (GPRs) (2)
Gold returns (2)
Gold-price returns (2)
Heterogeneous autoregressive realized variance (HAR-RV) (2)
Higher order statistics (2)
Inequality measures (2)
Infectious diseases (2)
International stock markets (2)
Investor happiness (2)
Oil price shocks (2)
Oil shocks (2)
Predictive values (2)
Quantile regressions (2)
Random forests (2)
Returns (2)
Stock markets (2)
Tail risks (2)
United Kingdom (UK) (2)
Agricultural commodities (1)
Asymmetric loss (1)
BART algorithm (1)
BART modeling (1)
Bayesian Additive Regression Trees (BART) (1)
Bayesian additive regression trees (BART) (1)
Bond premia (1)
Boosted regression trees (BRT) (1)
Boosting (1)
Boosting approach (1)
Brazil, Russia, India, China and South Africa (BRICS) (1)
BRICS countries (1)
Business applications (1)
Canada (1)
Causality (1)
Causality test (1)
Climate change (1)
Climate shock (1)
Climate-related predictors (1)
Commodities (1)
Conditional distribution (1)
Consumption-aggregate wealth ratio (1)
Crude oil (1)
Crude oil realized volatility (1)
Day-ahead (1)
Directional accuracy (1)
Economic conditions indexes (1)
El Nino and La Nina (1)
El Niño-Southern Oscillation (ENSO) (1)
Exchange rate (1)
Expected skewness (1)
Finance (1)
Finance state-level data (1)
Financial stress (1)
Forecaster herding (1)
Forecasting model (1)
Foreign direct investment (1)
G7 countries (1)
Gold futures returns (1)
Gold market volatility (1)
Gold price (1)
Gold volatility (1)
Gold-producing countries (1)
Gold-to-silver and gold-to-platinum price ratios (1)
Heterogeneous autoregressive model of realized volatility (HAR-RV) (1)
Heterogeneous autoregressive realized volatility model (HAR-RV) (1)
Higher-order nonparametric causality in quantiles test (1)
Higher-order nonparametric causality-in-quantiles test (1)
Impulse response functions (1)
Inequality (1)
Inflation (1)
Intraday data (1)
Investments (1)
Investor confidence (1)
Local projection model (1)
Loss function (1)
Loss functions (1)
Machine learning (1)
Macroeconomic and financial predictors (1)
Macroeconomic attention (1)
Macroeconomic attention indexes (MAIs) (1)
Macroeconomic consequences (1)
Macroeconomic predictors (1)
Market condition (1)
Models (1)
Nonparametric quantile causality (1)
Oil (1)
Oil market (1)
Oil market jumps (1)
Oil returns (1)
OPEC announcements (1)
Out-of-sample forecasts (1)
Partisan conflict (1)
Presidential approval rating (1)
Quantile boosting (1)
Quantile Lasso (1)
Quantile regression (1)
Quantile-predictive-regression (QPR) (1)
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