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~isPartOf:"Journal of forecasting"
~isPartOf:"Oxford bulletin of economics and statistics"
~language:"cat"
~language:"eng"
~person:"Chevallier, Julien"
~person:"Kunst, Robert M."
~person:"McAleer, Michael"
~subject:"Theory"
~type_genre:"Article in journal"
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Chevallier, Julien
Kunst, Robert M.
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Journal of forecasting
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ECONIS (ZBW)
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1
Forecasting carbon price using a multi-objective least squares support vector machine with mixture kernels
Zhu, Bangzhu
;
Ye, Shunxin
;
Wang, Ping
;
Chevallier, Julien
; …
- In:
Journal of forecasting
41
(
2022
)
1
,
pp. 100-117
Persistent link: https://www.econbiz.de/10012796273
Saved in:
2
Forecast combinations in a DSGE-VAR lab
Costantini, Mauro
;
Gunter, Ulrich
;
Kunst, Robert M.
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 305-324
Persistent link: https://www.econbiz.de/10011729264
Saved in:
3
An adaptive multiscale ensemble learning paradigm for nonstationary and nonlinear energy price time series forecasting
Zhu, Bangzhu
;
Shi, Xuetao
;
Chevallier, Julien
;
Wang, Ping
; …
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 633-651
Persistent link: https://www.econbiz.de/10011610095
Saved in:
4
A decision rule to minimize daily capital charges in forecasting value-at-risk
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 617-634
Persistent link: https://www.econbiz.de/10008935446
Saved in:
5
Scalar BEKK and indirect DCC
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 537-549
Persistent link: https://www.econbiz.de/10003761681
Saved in:
6
Forecasting high-frequency financial data with the AFIRMA-ARCH model
Hauser, Michael A.
;
Kunst, Robert M.
- In:
Journal of forecasting
20
(
2001
)
7
,
pp. 501-518
Persistent link: https://www.econbiz.de/10001626336
Saved in:
7
On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans
;
Kunst, Robert M.
- In:
Oxford bulletin of economics and statistics
61
(
1999
)
3
,
pp. 409-433
Persistent link: https://www.econbiz.de/10001407391
Saved in:
8
The impact of seasonal constants on forecasting seasonally cointegrated time series
Kunst, Robert M.
- In:
Journal of forecasting
17
(
1998
)
2
,
pp. 109-124
Persistent link: https://www.econbiz.de/10001244492
Saved in:
9
On the effects of misspecification errors in models with generated regressors
McKenzie, Colin
- In:
Oxford bulletin of economics and statistics
56
(
1994
)
4
,
pp. 441-455
Persistent link: https://www.econbiz.de/10001172649
Saved in:
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