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Modelling and forecasting in an energy demand system with high and low frequency information
MacAvinchey, Ian D. - In: Economic modelling 20 (2003) 1, pp. 207-226
Persistent link: https://www.econbiz.de/10001717767
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Dynamic modeling under linear-exponential loss
Anatolyev, Stanislav - In: Economic modelling 26 (2009) 1, pp. 82-89
Persistent link: https://www.econbiz.de/10003816693
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Can futures price be a powerful predictor? : frequency domain analysis on Chinese commodity market
Yang, Linghubo; Zhang, Dongxiang - In: Economic modelling 35 (2013), pp. 264-271
Persistent link: https://www.econbiz.de/10010259451
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Realized volatility models and alternative Value-at-Risk prediction strategies
Louzis, Dimitrios P.; Xanthopoulos-Sisinis, Spyros; … - In: Economic modelling 40 (2014), pp. 101-116
Persistent link: https://www.econbiz.de/10010425716
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FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan; Plíhal, Tomáš; Výrost, Tomáš - In: Finance research letters 40 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
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Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models
Seong, Byeongchan - In: Economic modelling 91 (2020), pp. 463-468
Persistent link: https://www.econbiz.de/10012429116
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Further empirical evidence on the forecasting of volatility with smooth transition exponential smoothing
Liu, Min; Taylor, James W.; Choo, Wei Chong - In: Economic modelling 93 (2020), pp. 651-659
Persistent link: https://www.econbiz.de/10012430324
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Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend
McKnight, Stephen; Mihailov, Alexander; Rumler, Fabio - In: Economic modelling 87 (2020), pp. 383-393
Persistent link: https://www.econbiz.de/10012416768
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A dynamic Nelson-Siegel yield curve model with Markov switching
Levant, Jared; Ma, Jun - In: Economic modelling 67 (2017), pp. 73-87
Persistent link: https://www.econbiz.de/10011813779
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Catching the curl : wavelet thresholding improves forward curve modelling
Power, Gabriel J.; Eaves, James; Turvey, Calum Greig; … - In: Economic modelling 64 (2017), pp. 312-321
Persistent link: https://www.econbiz.de/10011761254