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Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong - 1997
Persistent link: https://www.econbiz.de/10000967507
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Valuation of variance forecasts with simulated option markets
Engle, Robert F.; Hong, Che-hsiung T.; Kane, Alex - 1990
Persistent link: https://www.econbiz.de/10000790825
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Diffusion indexes
Stock, James H.; Watson, Mark W. - 1998
Persistent link: https://www.econbiz.de/10000674170
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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Measuring short-run inflation for central bankers
Cecchetti, Stephen G. - 1996
Persistent link: https://www.econbiz.de/10000609247
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Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida; Boubaker, Heni; Belkacem, Lotfi - In: Computational economics 58 (2021) 2, pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
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Unemployment rate forecasting : a hybrid approach
Chakraborty, Tanujit; Chakraborty, Ashis Kumar; Biswas, … - In: Computational economics 57 (2021) 1, pp. 183-201
Persistent link: https://www.econbiz.de/10012486888
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Using genetic algorithm and NARX neural network to forecast daily bitcoin price
Han, Jin-Bom; Kim, Sun-Hak; Jang, Myong-Hun; Ri, Kum-Sun - In: Computational economics 56 (2020) 2, pp. 337-353
Persistent link: https://www.econbiz.de/10012272036
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Financial time series modeling and prediction using Postfix-GP
Dabhi, Vipul K.; Chaudhary, Sanjay - In: Computational economics 47 (2016) 2, pp. 219-253
Persistent link: https://www.econbiz.de/10011712338