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Outliers and judgemental adjustment of time series forecasts
Franses, Philip Hans (contributor) - 2008
Persistent link: https://www.econbiz.de/10003754236
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Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de; Ravazzolo, Francesco; Segers, Rene; … - 2008
Persistent link: https://www.econbiz.de/10003754318
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Improved forecasting with leading indicators : the principal covariate index
Heij, Christiaan (contributor); Dijk, Dick van (contributor) - 2007
Persistent link: https://www.econbiz.de/10003484195
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Does disagreement amongst forecasters have predictive value?
Legerstee, Rianne; Franses, Philip Hans - 2010
Persistent link: https://www.econbiz.de/10008664072
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Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10003989650
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Structure and asymptotic theory for nonlinear models with GARCH errors
Chan, Felix; McAleer, Michael; Medeiros, Marcelo C. - 2010 - Rev.
processes or the associated asymptotic theory. In this paper, we first derive necessary conditions for strict stationarity and …
Persistent link: https://www.econbiz.de/10008840775
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Bayesian model averaging in the presence of structural breaks
Ravazzolo, Francesco; Paap, Richard; Dijk, Dick van; … - 2006
Persistent link: https://www.econbiz.de/10003385036
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Time series forecasting by principal covariate regression
Heij, Christiaan (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003385047
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987324
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987330