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Ignacio Crespo
Observed name:
Ignacio, Crespo
Institution:
CUNEF Universidad
Observed institution:
CUNEF Universidad
ORCID:
0009-0000-4555-1090
Observed ORCID:
0009-0000-4555-1090
OpenAlex ID:
A5143955584
Superior Predictive Ability in Unstable Environments with an Application to Downside Risk Forecasts
2026
·
Ignacio Crespo
·
SSRN Electronic Journal
PDF
Does Anything Beat a Factor Model? Comparing Predictive Accuracy in Large Panels of Macroeconomic Time Series
2026
·
Ignacio Crespo
, Christian T. Brownlees
, et al.
·
SSRN Electronic Journal
PDF
Information Diffusion and Intra-daily Volume Forecasting in Large Panels of Stocks
2026
·
Ignacio Crespo
, Christian T. Brownlees
, et al.
·
SSRN Electronic Journal
Information Diffusion and Intra-daily Volume Forecasting in Large Panels
2024
·
Christian, Brownlees
, Ignacio, Crespo
, et al.
·
HAL
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Works count:
4
Citation count:
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