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~isPartOf:"Applied economics"
~isPartOf:"Computational economics"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"International journal of forecasting"
~person:"Allen, David E."
~person:"Burns, Kelly"
~person:"Chen, Yi-Ting"
~person:"Gooijer, Jan G. de"
~person:"Rubaszek, Michał"
~subject:"Estimation"
~subject:"Nationaleinkommen"
~subject:"VAR-Modell"
~subject:"World"
~subject:"Zeitreihenanalyse"
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Allen, David E.
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ECONIS (ZBW)
9
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1
Asymmetries in conditional mean and variance : modelling stock returns by asMA-asQGARCH
Brännäs, Kurt
;
Gooijer, Jan G. de
-
2000
variancefunctions. In a genuine out-of-sample
forecasting
experiment theperformance of the best fitted asMA-asQGARCH model is compared … topure asMA and no-change forecasts. This is done both in terms ofconditional mean
forecasting
as well as in terms of risk …
forecasting
. …
Persistent link: https://www.econbiz.de/10011303289
Saved in:
2
A reappraisal of the Meese-Rogoff puzzle
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
46
(
2014
)
1/3
,
pp. 30-40
Persistent link: https://www.econbiz.de/10010354125
Saved in:
3
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2013
Persistent link: https://www.econbiz.de/10009784942
Saved in:
4
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
-
This version: June 2014
forecasting
errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10010366935
Saved in:
5
Error correction modelling and dynamic specifications as a conduit to outperforming the random walk in exchange rate
forecasting
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
46
(
2014
)
25/27
,
pp. 3107-3118
Persistent link: https://www.econbiz.de/10010418113
Saved in:
6
Forecasting
crude oil prices with DSGE models
Rubaszek, Michał
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 531-546
Persistent link: https://www.econbiz.de/10012792850
Saved in:
7
Demystifying the Meese-Rogoff puzzle : structural breaks or measures of
forecasting
accuracy?
Burns, Kelly
;
Moosa, Imad A.
- In:
Applied economics
49
(
2017
)
48
,
pp. 4897-4910
Persistent link: https://www.econbiz.de/10011844813
Saved in:
8
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
Saved in:
9
The random walk as a
forecasting
benchmark : drift or no drift?
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
48
(
2016
)
43/45
,
pp. 4131-4142
Persistent link: https://www.econbiz.de/10011639995
Saved in:
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