Narrow search
Showing 1 - 10 of 484
Cover Image
A time dynamic pair copula construction : with financial applications
Vesper, Andrew - In: Applied financial economics 22 (2012) 19/21, pp. 1697-1711
Persistent link: https://www.econbiz.de/10009715935
Cover Image
Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den; Jansen, Pieter W. - In: Applied financial economics 23 (2013) 7/9, pp. 749-765
Persistent link: https://www.econbiz.de/10009750989
Cover Image
Modelling and predicting market risk with Laplace-Gaussian mixture distributions
Haas, Markus; Mittnik, Stefan; Paolella, Marc S. - In: Applied financial economics 16 (2006) 15, pp. 1145-1162
Persistent link: https://www.econbiz.de/10003385575
Cover Image
Evaluating inflation forecasts derived from interest rate and time-series models
Hafer, Gail Heyne - In: Applied financial economics 2 (1992) 4, pp. 229-235
Persistent link: https://www.econbiz.de/10001136533
Cover Image
Uncertainty and overconfidence in time series forecasts : application to the Standard & Poor's 500 Stock Index
Gordon, Danielle A. - In: Applied financial economics 6 (1996) 3, pp. 189-198
Persistent link: https://www.econbiz.de/10001202674
Cover Image
Outlier time-series models and analysts' forecasting of GNP and corporate earnings per share
Guerard, John Baynard (contributor) - In: Applied financial economics 5 (1995) 2, pp. 113-119
Persistent link: https://www.econbiz.de/10001181317
Cover Image
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi; Swanson, Norman R. - In: Applied financial economics 21 (2011) 1/3, pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
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
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
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