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Chapter 9 Approximate Nonlinear Forecasting Methods
10 references·7 citing·44 second hop
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References

  • 1975The Predictive Sample Reuse Method with Applications2,746 cited
  • 2013Handbook of Economic Forecasting1,216 cited
  • 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics1,072 cited
  • 1999Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap1,024 cited
  • 1981On the bias in flexible functional forms and an essentially unbiased form977 cited
  • 2003Efficient market hypothesis and forecasting516 cited
  • 1992Neural Networks in Finance and Investing: Using Artificial Intelligence to Improve Real-World Performance285 cited
  • 1995A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks238 cited
  • 2006Chapter 8 Forecasting economic variables with nonlinear models123 cited
  • 1995A Model-Selection Approach to Assessing the Information in the Term Structure Using Linear Models and Artificial Neural Networks111 cited

Cited by

  • 2015Comovements of ethanol‐related prices: evidence from Brazil and the USA67 cited
  • 2008A linear benchmark for forecasting GDP growth and inflation?59 cited
  • 2014A Quantile Regression Approach to Equity Premium Prediction48 cited
  • 2015Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques

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46 cited
  • 2010Intra-daily Volume Modeling and Prediction for Algorithmic Trading39 cited
  • 2013Granger causality, exogeneity, cointegration, and economic policy analysis29 cited
  • 2011A Combined Signal Approach To Technical Analysis On The S&P 50026 cited