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Breaks or long range dependence in the energy futures volatility : out-of-sample forecasting and VaR analysis
Charfeddine, Lanouar - In: Economic modelling 53 (2016), pp. 354-374
Persistent link: https://www.econbiz.de/10011641058
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Time-spectral density and wavelets approaches : comparative study ; applications to SP500 returns and US GDP
Ahamada, Ibrahim; Jolivaldt, Philippe - In: Economic modelling 31 (2013), pp. 460-466
Persistent link: https://www.econbiz.de/10009730816
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Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M. - In: Economic modelling 33 (2013), pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
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Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Cross, Jamie; Poon, Aubrey - In: Economic modelling 58 (2016), pp. 34-51
Persistent link: https://www.econbiz.de/10011647028
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Fitting and forecasting yield curves with a mixed-frequency affine model : evidence from China
Shang, Yuhuang; Zheng, Tingguo - In: Economic modelling 68 (2018), pp. 145-154
Persistent link: https://www.econbiz.de/10011934605
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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
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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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Asymmetric causality using frequency domain and time-frequency domain (wavelet) approaches
Bahmani-Oskooee, Mohsen; Chang, Tsangyao; Ranjbar, Omid - In: Economic modelling 56 (2016), pp. 66-78
Persistent link: https://www.econbiz.de/10011645993
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Forecasting with a state space time-varying parameter VAR model : evidence from the Euro area
Bekiros, Stelios - In: Economic modelling 38 (2014), pp. 619-626
Persistent link: https://www.econbiz.de/10010418962
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Can Google data help predict French youth unemployment?
Fondeur, Yannick; Karamé, Frédéric - In: Economic modelling 30 (2013), pp. 117-125
Persistent link: https://www.econbiz.de/10009703714