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A spectral decomposition for structural VAR models
Stiassny, Alfred - In: Empirical economics : a journal of the Institute for … 21 (1996) 4, pp. 535-555
Persistent link: https://www.econbiz.de/10001209917
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Performance of periodic time series models in forecasting
Herwartz, Helmut - In: Empirical economics : a journal of the Institute for … 24 (1999) 2, pp. 271-301
Persistent link: https://www.econbiz.de/10001388900
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Forecasting nonlinear economic time series : a simple test to accompany the nearest neighbor approach
Finkenstädt, Bärbel - In: Empirical economics : a journal of the Institute for … 20 (1995) 2, pp. 243-263
Persistent link: https://www.econbiz.de/10001182518
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On the efficacy of constraints on the linear combination forecast model
Terregrossa, Salvatore J. - In: Applied economics letters 12 (2005) 1, pp. 19-28
Persistent link: https://www.econbiz.de/10002606098
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Forecasting the stationary AR(1) with an almost unit root
Halkos, George E.; Kevork, Ilias S. - In: Applied economics letters 13 (2006) 12, pp. 789-793
Persistent link: https://www.econbiz.de/10003385607
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Evaluating forecasting accuracy of the temporally aggregated space-time autoregressive model
Percoco, Marco - In: Applied economics letters 14 (2007) 7/9, pp. 637-641
Persistent link: https://www.econbiz.de/10003512292
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Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans - In: Applied economics letters 28 (2021) 19, pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
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A novel implementation of Siamese type neural networks in predicting rare fluctuations in financial time series
Basu, Treena; Menzer, Olaf; Ward, Joshua; SenGupta, Indranil - In: Risks : open access journal 10 (2022) 2, pp. 1-16
Stock trading has tremendous importance not just as a profession but also as an income source for individuals. Many investment account holders use the appreciation of their portfolio (as a combination of stocks or indexes) as income for their retirement years, mostly betting on stocks or indexes...
Persistent link: https://www.econbiz.de/10013093037
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Prediction accuracy of volatility using the score-driven Meixner distribution : an application to the Dow Jones
Blazsek, Szabolcs; Licht, Adrian - In: Applied economics letters 29 (2022) 2, pp. 111-117
Persistent link: https://www.econbiz.de/10012803390
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Use of neural networks to accommodate seasonal fluctuations when equalizing time series for the CZK/RMB exchange rate
Rowland, Zuzana; Lazaroiu, Gheorghe; Podhorská, Ivana - In: Risks : open access journal 9 (2021) 1/1, pp. 1-21
The global nature of the Czech economy means that quantitative knowledge of the influence of the exchange rate provides useful information for all participants in the international economy. Systematic and academic research show that the issue of estimating the Czech crown/Chinese yuan exchange...
Persistent link: https://www.econbiz.de/10012422880