Predictive modeling of financial data

Torben G. Andersen; Robert Taylor; Allan Timmermann; Dacheng Xiu

doi:10.1016/j.jeconom.2023.105496

Predictive modeling of financial data

Torben G. Andersen^*, Robert Taylor, Allan Timmermann, Dacheng Xiu

^*Corresponding author for this work

Finance

Research output: Contribution to journal › Editorial › peer-review

1 Scopus citations

Original language	English (US)
Article number	105496
Journal	Journal of Econometrics
Volume	237
Issue number	2
DOIs	https://doi.org/10.1016/j.jeconom.2023.105496
State	Published - Dec 2023

ASJC Scopus subject areas

Economics and Econometrics
Applied Mathematics

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10.1016/j.jeconom.2023.105496

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@article{6dd2ad13e7dd4f878e9c0b20e2913f84,

title = "Predictive modeling of financial data",

author = "Andersen, \{Torben G.\} and Robert Taylor and Allan Timmermann and Dacheng Xiu",

year = "2023",

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doi = "10.1016/j.jeconom.2023.105496",

language = "English (US)",

volume = "237",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

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}

TY - JOUR

T1 - Predictive modeling of financial data

AU - Andersen, Torben G.

AU - Taylor, Robert

AU - Timmermann, Allan

AU - Xiu, Dacheng

PY - 2023/12

Y1 - 2023/12

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DO - 10.1016/j.jeconom.2023.105496

M3 - Editorial

AN - SCOPUS:85166323269

SN - 0304-4076

VL - 237

JO - Journal of Econometrics

JF - Journal of Econometrics

IS - 2

M1 - 105496

ER -

Predictive modeling of financial data

ASJC Scopus subject areas

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