Narrow search
Showing 1 - 4 of 4
Cover Image
Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - In: International journal of forecasting 31 (2015) 3, pp. 862-875
Persistent link: https://www.econbiz.de/10011474611
Cover Image
Machine learning with parallel neural networks for analyzing and forecasting electricity demand
Chen, Yi-Ting; Sun, Edward W.; Lin, Yi-Bing - In: Computational economics 56 (2020) 2, pp. 569-597
Persistent link: https://www.econbiz.de/10012272048
Cover Image
A vector heterogeneous autoregressive index model for realized volatility measures
Cubadda, Gianluca; Guardabascio, Barbara; Hecq, Alain W. J. - In: International journal of forecasting 33 (2017) 2, pp. 337-344
Persistent link: https://www.econbiz.de/10011921023
Cover Image
Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data
Chen, Yi-Ting; Lai, Wan-Ni; Sun, Edward W. - In: Computational economics 54 (2019) 2, pp. 809-844
Persistent link: https://www.econbiz.de/10012134380