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ECONIS (ZBW)
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71
Which continuous-time model is most appropriate for exchange rates?/ Deniz Erdemlioglu; S´ebastien Laurent; Christopher J. Neely
Erdemlioglu, Deniz
;
Laurent, S´ebastien
;
Neely, …
-
2013
Persistent link: https://www.econbiz.de/10009791133
Saved in:
72
Estimation and forecasting of long-memory processes with missing values
Palma, Wilfredo
- In:
Journal of forecasting
16
(
1997
)
6
,
pp. 395-410
Persistent link: https://www.econbiz.de/10001233089
Saved in:
73
On the cross of conditionally expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
Saved in:
74
Long memory of financial time series and hidden Markov models with time‐varying parameters
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 989-1002
Persistent link: https://www.econbiz.de/10011860941
Saved in:
75
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
Saved in:
76
A Monte Carlo investigation of unit root tests and long memory in detecting mean reversion in I(0) regime switching, structural break, and nonlinear data
Smallwood, Aaron D.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 986-1012
Persistent link: https://www.econbiz.de/10011590992
Saved in:
77
Forecasting base metal prices with exchange rate expectations
Pincheira, Pablo
;
Hardy, Nicolás
- In:
Journal of forecasting
42
(
2023
)
8
,
pp. 2341-2362
Persistent link: https://www.econbiz.de/10014432904
Saved in:
78
Linear and non-linear (non-)forecastability of high-frequency exchange rates
Brooks, Chris
- In:
Journal of forecasting
16
(
1997
)
2
,
pp. 125-145
Persistent link: https://www.econbiz.de/10001216402
Saved in:
79
Forecasting errors, directional accuracy and profitability of currency trading : the case of EUR/USD exchange rate
Costantini, Mauro
;
Crespo Cuaresma, Jesús
;
Hlouskova, …
- In:
Journal of forecasting
35
(
2016
)
7
,
pp. 652-668
Persistent link: https://www.econbiz.de/10011610301
Saved in:
80
Assessing the macroeconomic forecasting performance of boosting : evidence for the United States, the euro area and Germany
Wohlrabe, Klaus
;
Buchen, Teresa
- In:
Journal of forecasting
33
(
2014
)
4
,
pp. 231-242
Persistent link: https://www.econbiz.de/10010424821
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