Cited by 5Market Dynamics and VolatilityFinancial Risk and Volatility ModelingComplex Systems and Time Series Analysis

The Illusion of predictability: A call to action

Ord, J. Keith·2012·International Journal of Forecasting

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Crossref · 10.1016/j.ijforecast.2012.02.005

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  • Ord provides a simple demonstration of how standard regression procedures, applied without a priori analyses, can lead one astray.

    “Ord (2012) provides a simple demonstration of how standard regression procedures, applied without a priori analyses, can lead one astray.”

    From Illusions in Regression Analysis (2011) · cites this paper as Ord (2012)

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Authors
Ord, J. K.
Affiliations
Georgetown University (US)
Corresponding author
Ord, J. Keith
Venue
International Journal of Forecasting
Publisher
Elsevier BV
Published
2012-07
Volume
28
Issue
3
Pages
717-718
ISSN
0169-2070 (ISSN-L)
OpenAlex
W3124178580
Cited by
5
References
0
Citations by year
2020: 1 · 2012: 3
FWCI
2.30
Type
journal article
Language
en
Open access
closed
Locations
International Journal of Forecasting (publishedVersion)
Topics
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Market Dynamics and Volatility
  • Social Sciences › Economics, Econometrics and Finance › Finance › Financial Risk and Volatility Modeling
  • Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Complex Systems and Time Series Analysis
Keywords
tail dependence, asymmetric dependence, time-varying dependence, industrial metals, agricultural commodities, energy commodities, 2008 financial crisis, extreme events

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