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Forecasting random walks under drift instability
Pesaran, M. Hashem; Pick, Andreas - 2008
Persistent link: https://www.econbiz.de/10003850869
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003851191
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Online forecast combination for dependent heterogeneous data
Sancetta, Alessio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003482506
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Universality of Bayesian predictions
Sancetta, Alessio (contributor) - 2007
Persistent link: https://www.econbiz.de/10003580336
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An investigation into multivariate variance ratio statistics and their application to stock market predictability
Hong, Seok Young; Linton, Oliver; Zhang, Hui Jun - 2015
Persistent link: https://www.econbiz.de/10011455529
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Forecasting time series subject to multiple structural breaks
Pesaran, M. Hashem (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153301
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Generalized stochastic gradient learning
Evans, George W. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003161308
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New test statistics for market timing with applications to emerging markets
Sancetta, A. (contributor); Satchell, Stephen (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703644
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How costly is it to ignore breaks when forecasting the direction of a time series?
Pesaran, M. Hashem (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001729369
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Augmented real-time GARCH : a joint model for returns, volatility and volatility of volatility
Ding, Dexter - 2021
Persistent link: https://www.econbiz.de/10013254143