Narrow search
Showing 1 - 10 of 1,150
Cover Image
Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong - 1997
Persistent link: https://www.econbiz.de/10000967507
Cover Image
Forecasting with the almost ideal demand system / evidence from some alternative dynamic specifications
Chambers, Marcus J. - In: Applied economics 29 (1997) 7, pp. 935-943
Persistent link: https://www.econbiz.de/10001224835
Cover Image
Valuation of variance forecasts with simulated option markets
Engle, Robert F.; Hong, Che-hsiung T.; Kane, Alex - 1990
Persistent link: https://www.econbiz.de/10000790825
Cover Image
Diffusion indexes
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000674170
Cover Image
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
Cover Image
Measuring short-run inflation for central bankers
Cecchetti, Stephen G. - 1996
Persistent link: https://www.econbiz.de/10000609247
Cover Image
Time-series residual momentum strategies
Kim, Saejoon - In: Applied economics 54 (2022) 5, pp. 580-594
Persistent link: https://www.econbiz.de/10012874231
Cover Image
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin; Pan, Xiao; Park, Sumin - In: Applied economics 53 (2021) 50, pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Cover Image
Deep time series forecasting for enhanced index tracking
Kim, Saejoon - In: Applied economics 53 (2021) 17, pp. 1916-1934
Persistent link: https://www.econbiz.de/10012500905