Geomelos, N. D.; Xideas, E. - In: Cogent economics & finance 2 (2014) 1, pp. 2-37
models from two important categories of econometrics: (1) multivariate models (VAR and VECM) and (2) univariate time series … models (ARIMA, GARCH and E-GARCH) in order to derive the best predicting model for each ship type. Also, forecasts can be …