Narrow search
Showing 1 - 10 of 59
Cover Image
Modeling time-varying skewness via decomposition for out-of-sample forecast
Liu, Xiaochun - In: International journal of forecasting 31 (2015) 2, pp. 296-311
Persistent link: https://www.econbiz.de/10011474059
Cover Image
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua; Chen Zhou - In: International journal of forecasting 31 (2015) 2, pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
Cover Image
Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao; Wu, Chongfeng; Xu, Weidong - In: International journal of forecasting 31 (2015) 3, pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
Cover Image
MGARCH models: trade-off between feasibility and flexibility
Almeida, Daniel de; Hotta, Luiz K.; Ruiz, Esther - In: International journal of forecasting 34 (2018) 1, pp. 45-63
Persistent link: https://www.econbiz.de/10012030840
Cover Image
Dynamics of financial returns densities : a functional approach applied to the Bovespa intraday index
Horta, Eduardo; Ziegelmann, Flávio A. - In: International journal of forecasting 34 (2018) 1, pp. 75-88
Persistent link: https://www.econbiz.de/10012030843
Cover Image
Forecasting realized variance measures using time-varying coefficient models
Bekierman, Jeremias; Manner, Hans - In: International journal of forecasting 34 (2018) 2, pp. 276-287
Persistent link: https://www.econbiz.de/10012030902
Cover Image
Combining nearest neighbor predictions and model-based predictions of realized variance : does it pay?
Andrada Félix, Julián; Fernández Rodríguez, Fernando; … - In: International journal of forecasting 32 (2016) 3, pp. 695-715
Persistent link: https://www.econbiz.de/10011621779
Cover Image
Central banks' forecasts and their bias : evidence, effects and explanation
Charemza, Wojciech; Ladley, Dan - In: International journal of forecasting 32 (2016) 3, pp. 804-817
Persistent link: https://www.econbiz.de/10011621817
Cover Image
Density forecasting using Bayesian global vector autoregressions with stochastic volatility
Huber, Florian - In: International journal of forecasting 32 (2016) 3, pp. 818-837
Persistent link: https://www.econbiz.de/10011621824
Cover Image
Short-term probabilistic forecasting of wind speed using stochastic differential equations
Iversen, Emil B.; Morales, Juan M.; Møller, Jan K.; … - In: International journal of forecasting 32 (2016) 3, pp. 981-990
Persistent link: https://www.econbiz.de/10011621968