Forecasting

2024

• Macroeconomic and Financial Mixed Frequency Factors in a Big Data Environment
  

          Weijia Peng, Norman R Swanson, Xiye Yang, and Chun Yao
          Journal of the Royal Statistical Society Series C: Applied Statistics, 73(3),682-714.

2021

• Forecasting Volatility Using Double Shrinkage Methods
  

          Mingmian Cheng, Norman Swanson, and Xiye Yang
          Journal of Empirical Finance, 62,46-61.

2020

• Forecasting Volatility Using Double Shrinkage Methods
  

          Norman Swanson, Weiqi Xiong, and Xiye Yang
          Journal of Applied Econometrics, 35,587-613.