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, 2024, 73(3), 682-714.

2021

• Forecasting Volatility Using Double Shrinkage Methods
  

          Mingmian Cheng, Norman Swanson, and Xiye Yang
         Journal of Empirical Finance, 2020, 62, 46-61.

2020

• Forecasting Volatility Using Double Shrinkage Methods
  

          Norman Swanson, Weiqi Xiong, and Xiye Yang
         Journal of Applied Econometrics, 2020, 35, 587-613.