Bibliography
GX19-28231X
- Multi-Horizon Equity Returns Predictability via Machine Learning , FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE vol.74, 2 (2024), p. 142-190 [2024] Download Download DOI: 10.32065/CJEF.2024.02.01:
- Fan charts in era of big data and learning , Finance Research Letters vol.61, [2024] Download Download DOI: 10.1016/j.frl.2024.105003:
- Dynamic industry uncertainty networks and the business cycle , Journal of Economic Dynamics & Control vol.159, [2024] Download Download DOI: 10.1016/j.jedc.2023.104793:
- Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices , Journal of Financial Econometrics vol.21, 5 (2023), p. 1590-1646 [2023] Download Download DOI: 10.1093/jjfinec/nbac017:
- Marine fuel hedging under the sulfur cap regulations , Energy Economics vol.113, [2022] Download Download DOI: 10.1016/j.eneco.2022.106204:
- Asymmetric Network Connectedness of Fears , Review of Economics and Statistics vol.104, 6 (2022), p. 1304-1316 [2022] Download Download DOI: 10.1162/rest_a_01003:
- Does it pay to follow anomalies research? Machine learning approach with international evidence , Journal of Financial Markets vol.56, [2021] Download Download DOI: 10.1016/j.finmar.2020.100588:
- Measurement of common risks in tails: A panel quantile regression model for financial returns , Journal of Financial Markets vol.52, [2021] Download Download DOI: 10.1016/j.finmar.2020.100562:
- Comovement and disintegration of EU sovereign bond markets during the crisis , International Review of Economics & Finance vol.64, 1 (2019), p. 541-556 [2019] Download Download DOI: 10.1016/j.iref.2019.09.004: