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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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Nonlinear deterministic forecasting of daily Peseta-Dollar exchange rate
Soofi, Abdollah S.; Reischauer, Robert D. - In: Economics letters 62 (1999) 2, pp. 175-180
Persistent link: https://www.econbiz.de/10001255468
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Testing nonlinear forecastability in time series : theory and evidence from the EMS
Fernández Rodríguez, Fernando - In: Economics letters 59 (1998) 1, pp. 49-63
Persistent link: https://www.econbiz.de/10001239094
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Some forecasting applications of partially adaptive estimators of ARIMA models
McDonald, James B. - In: Economics letters 45 (1994) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001163980
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Forecasting performance of seasonal-dummy models relative to some alternatives
Abeysinghe, Tilak - In: Economics letters 44 (1994) 4, pp. 365-370
Persistent link: https://www.econbiz.de/10001164015
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Improved estimates and forecasts of error correction models in economics
Tran-van-Hoa - In: Economics letters 46 (1994) 3, pp. 195-202
Persistent link: https://www.econbiz.de/10001172374
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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