Narrow search
Showing 1 - 10 of 409
Cover Image
Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models
Akgül, Işıl; Sayyan, Hülya - In: Applied financial economics 18 (2008) 4/6, pp. 463-482
Persistent link: https://www.econbiz.de/10003739179
Cover Image
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.; Xie, Xuan - In: Applied financial economics 24 (2014) 4/6, pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Cover Image
Volatility forecasting performance of two-scale realized volatility
Garg, S.; Vipul - In: Applied financial economics 24 (2014) 16/18, pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Cover Image
Macroeconomic fundamentals and exchange rates : a non-parametric cointegration analysis
Davradakis, Emmanuel - In: Applied financial economics 15 (2005) 7, pp. 439-446
Persistent link: https://www.econbiz.de/10002738621
Cover Image
Long-horizon yield curve projections : comparison of semi-parametric and parametric approaches
Nyholm, Ken; Rebonato, Riccardo - In: Applied financial economics 18 (2008) 18/21, pp. 1597-1611
Persistent link: https://www.econbiz.de/10003800185
Cover Image
Comparing forecasting ability of parametric and non-parametric methods : an application with Canadian monthly interest rates
Saltoǧlu, Burak - In: Applied financial economics 13 (2003) 3, pp. 169-176
Persistent link: https://www.econbiz.de/10001742845
Cover Image
Forecasting economic time series with the DyFor genetic program model
Wagner, Neal; Khouja, Moutaz; Michalewicz, Zbigniew; … - In: Applied financial economics 18 (2008) 4/6, pp. 357-378
Persistent link: https://www.econbiz.de/10003739115
Cover Image
Forecasting US housing starts under asymmetric loss
Pierdzioch, Christian; Ruelke, Jan-Christoph; … - In: Applied financial economics 23 (2013) 4/6, pp. 505-513
Persistent link: https://www.econbiz.de/10009718870
Cover Image
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.; Balcilar, Mehmet; Gupta, Rangan; … - In: Applied financial economics 24 (2014) 16/18, pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Cover Image
The predictive power of quarterly earnings per share based on time series and artificial intelligence model
Lai, Syouching; Li, Hungchih - In: Applied financial economics 16 (2006) 18, pp. 1375-1388
Persistent link: https://www.econbiz.de/10003397231