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The model confidence set
Hansen, Peter Reinhard; Lunde, Asger; Nason, James Michael - 2010
Persistent link: https://www.econbiz.de/10008780026
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Estimating the variance of a combined forecast : bootstrap-based approach
Hounyo, Ulrich; Lahiri, Kajal - 2021
Persistent link: https://www.econbiz.de/10012815973
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Evaluating value-at-risk models with desk-level data
Christoffersen, Peter F.; Berkowitz, Jeremy; Pelletier, … - 2009
Persistent link: https://www.econbiz.de/10003865687
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The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom; Pedersen, Thomas Q. - 2009
Persistent link: https://www.econbiz.de/10003865691
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Forecasting inflation with gradual regiem shifts and exogenous information
González, Andrés; Hubrich, Kirstin; Teräsvirta, Timo - 2009
Persistent link: https://www.econbiz.de/10003849428
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Forecasting with universal approximators and a learning algorithm
Bredahl Kock, Anders - 2009
Persistent link: https://www.econbiz.de/10003849546
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Forecasting long memory time series under a break in persistence
Heinen, Florian; Sibbertsen, Philipp; Kruse, Robinson - 2009
Persistent link: https://www.econbiz.de/10003898521
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On the economic evaluation of volatility forecasts
Voev, Valeri - 2009
Persistent link: https://www.econbiz.de/10003903525
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Forecasting with nonlinear time series models
Bredahl Kock, Andreas; Teräsvirta, Timo - 2010
Persistent link: https://www.econbiz.de/10003914221
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On European monetary integration and the persistence of real effective exchange rates
Kruse, Robinson - 2010
Persistent link: https://www.econbiz.de/10003978309