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

Department of Economics

Kellogg School of Management Northwestern University
University of Essex
University of California, San Diego
University of Chicago

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

1 Citation (SciVal)

Original language	English
Article number	105496
Journal	Journal of Econometrics
Volume	237
Issue number	2
Early online date	28 Jul 2023
DOIs	https://doi.org/10.1016/j.jeconom.2023.105496
Publication status	Published - 31 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{e2fb9434b38441c585dc6189485e3a22,

title = "Predictive modeling of financial data",

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

year = "2023",

month = dec,

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

language = "English",

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journal = "Journal of Econometrics",

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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 - 2023/12/31

Y1 - 2023/12/31

UR - https://www.scopus.com/pages/publications/85166323269

U2 - 10.1016/j.jeconom.2023.105496

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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