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A latent factor model for forecasting realized variances
Calzolari, Giorgio; Halbleib, Roxana; Zagidullina, Aygul - In: Journal of financial econometrics 19 (2021) 5, pp. 860-909
Persistent link: https://www.econbiz.de/10012799052
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Temporal hierarchies with autocorrelation for load forecasting
Nystrup, Peter; Lindström, Erik; Pinson, Pierre; … - In: European journal of operational research : EJOR 280 (2020) 3, pp. 876-888
Persistent link: https://www.econbiz.de/10012132492
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On the predictive content of nonlinear transformations of lagged autoregression residuals and time series observations
Rossen, Anja - In: Jahrbücher für Nationalökonomie und Statistik 236 (2016) 3, pp. 389-409
Persistent link: https://www.econbiz.de/10011659936
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Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models
Qu, Hui; Chen, Wei; Niu, Mengyi; Li, Xindan - In: Energy economics 54 (2016), pp. 68-76
Persistent link: https://www.econbiz.de/10011662756
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Performance of autoregressive tree model in forecasting cancer patients
Kaur, Sukhpal; Rakshit, Madhuchanda - In: Strategic system assurance and business analytics, (pp. 187-200). 2020
Persistent link: https://www.econbiz.de/10012240951
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Using the hybrid Phillips curve with memory to forecast US infllation
Chu, Shiou-Yen; Shane, Christopher - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-16
Persistent link: https://www.econbiz.de/10011755440
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Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian; Gu, Gao-Feng; Jiang, Zhi-Qiang; Xiong, Xiong; … - In: Computational economics 50 (2017) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003814581
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Analyzing strongly periodic series in the frequency domain : a comparison of alternative approaches with applications
Artis, Michael J.; Clavel, Jose Garcia; Hoffmann, Mathias; … - 2007
Persistent link: https://www.econbiz.de/10003574540
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Common factors and the dynamics of cereal prices : a forecasting perspective
Kwas, Marek; Paccagnini, Alessia; Rubaszek, Michał - In: Journal of commodity markets 28 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10014335239