Issue Information

Issue Information
Pubblicazione: (2024)

Issue Information
Pubblicazione: (2024)

Issue Information
Pubblicazione: (2024)

Issue Information
Pubblicazione: (2025)

Issue Information
Pubblicazione: (2025)

Information Illusion: Different Amounts of Information and Stock Price Estimates
di: Andreas Oehler, et al.
Pubblicazione: (2025)

The Information Content of Overnight Information for Volatility Forecasting: Evidence From China's Stock Market
di: Yi Zhang, et al.
Pubblicazione: (2025)

The Role of Coincident Information in Real‐Time Business Cycle Forecasting
di: Visa Kuntze
Pubblicazione: (2026)

Common Mutual Information Selection Algorithm and Its Application on Combination Forecasting
di: Chenqing Shen, et al.
Pubblicazione: (2024)

Affinities and Complementarities of Methods and Information Sets in the Estimation of Prices in Real Estate Markets
di: Mirko S. Bozanic‐Leal, et al.
Pubblicazione: (2024)

Global Insights Into Term Spreads: Unveiling Their Predictive Power During Unconventional Monetary Policy
di: Petri Kuosmanen, et al.
Pubblicazione: (2026)

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP
di: Zuzana Janková, et al.
Pubblicazione: (2026)

A New Proposal for Forecasting Inflation in the Eurozone: A Global Model
di: Georgios Angelopoulos, et al.
Pubblicazione: (2026)

Enhanced Bagging‐Based Approach for Forecasting Nonstationary Time Series: Bridging Nonstationarity With a Scaled Logit Transformation
di: Young Eun Jeon, et al.
Pubblicazione: (2026)

Forecasting Corporate Default Risk Across Multiple Horizons With Interpretable Machine Learning
di: Qingli Dong, et al.
Pubblicazione: (2026)

Forecasting COVID‐19 Transmission: Insights From the Logistic Smooth Transition Model
di: Yeliz Uymaz, et al.
Pubblicazione: (2026)

Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach
di: Easton Huch, et al.
Pubblicazione: (2026)

Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices
di: Talha Omer, et al.
Pubblicazione: (2026)

Sequential Projection of Headship Based Household Composition Ratios
di: Saebom Jeon, et al.
Pubblicazione: (2026)

Leveraging Machine Learning to Predict Food Waste Quantity: Focusing on Military Dining Facilities as Large‐Scale Food Service Operations
di: YongSun Kim, et al.
Pubblicazione: (2026)

Enhancing Financial Tail Risk Forecasting: A Blending Ensemble Framework for Nonlinear Expectile Regression
di: Yaolan Ma, et al.
Pubblicazione: (2026)

Machine Learning Forecasts of Tail‐Risk Spillovers in Carbon and Energy Markets
di: Shengnan Liu, et al.
Pubblicazione: (2026)

Predicting Enterprise Bankruptcy With HBA‐DGNN: An Innovative Approach by Hypergraph and Bidirectional Attention‐Based Dual GNNs
di: Yuhao Zhu, et al.
Pubblicazione: (2026)

A New Multivariate Decomposition–Ensemble Approach With Multisource Heterogeneous Data for Crude Oil Price Forecasting
di: Zhengling Zhao, et al.
Pubblicazione: (2026)

Debiasing UTO Estimator: Methods and Application to Climate Change Data Sets
di: Gülesen Üstündağ Şiray, et al.
Pubblicazione: (2026)

Forecasting Realized Volatility With Tree‐Based HAR‐Type Models Incorporating Macroeconomic Uncertainty
di: Wei Liu, et al.
Pubblicazione: (2026)

Forecasting Inflation in the Presence of Structural Breaks: A Time‐Varying Parameter Approach
di: Stephen G. Hall, et al.
Pubblicazione: (2026)

Robust Prediction Intervals for Time Series Forecasting: A Bootstrap and Bayesian Approach
di: Betty X.Y. Chu, et al.
Pubblicazione: (2026)

Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market
di: Pietro Giorgio Lovaglio, et al.
Pubblicazione: (2026)

Carbon Price Prediction With Public Social Media Big Data and an Interpretable Multi‐Objective Intelligent Feature Optimization Strategy
di: Honggang Guo, et al.
Pubblicazione: (2026)

Media and Business Cycle Predictability
di: Salim Baz, et al.
Pubblicazione: (2026)

Combining Sampling Methods, Cost‐Sensitive Learning, and Ensemble Techniques for Highly Class‐Imbalanced Financial Distress Prediction
di: Wei‐Qiang Huang, et al.
Pubblicazione: (2026)

Forecasting the Quantile Connectedness: Insight From Global CSR and Sustainability Indices
di: Miklesh Prasad Yadav, et al.
Pubblicazione: (2026)

Enhancing Neural Network Volatility Forecasting: Decomposed Volatility Modeling
di: Xuzheng Ren, et al.
Pubblicazione: (2026)

On Capturing Multi‐Scale Market Dynamics for High‐Frequency Stock Price Forecasting Using a Hybrid Attention‐Based Deep Learning Model
di: Runze Jiang, et al.
Pubblicazione: (2026)

Image‐Based Deep Learning Models for Stock Predictions: Combining Line, Candlestick, and Bar Charts
di: Wei‐Chao Lin, et al.
Pubblicazione: (2026)