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Some recent developments in predictive accuracy testing with nested models and (generic) nonlinear alternatives
Corradi, Valentina; Swanson, Norman R. - In: International Journal of Forecasting 20 (2004) 2, pp. 185-199
Persistent link: https://www.econbiz.de/10005418659
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Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries
Awartani, Basel M.A.; Corradi, Valentina - In: International Journal of Forecasting 21 (2005) 1, pp. 167-183
Persistent link: https://www.econbiz.de/10005428810
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Comments on "Forecasting economic and financial variables with global VARs"
Swanson, Norman R. - In: International Journal of Forecasting 25 (2009) 4, pp. 697-702
Persistent link: https://www.econbiz.de/10008521526
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Forecasting economic and financial time-series with non-linear models
Clements, Michael P.; Franses, Philip Hans; Swanson, … - In: International Journal of Forecasting 20 (2004) 2, pp. 169-183
Persistent link: https://www.econbiz.de/10005428677
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Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
Swanson, Norman R.; White, Halbert - In: International Journal of Forecasting 13 (1997) 4, pp. 439-461
Persistent link: https://www.econbiz.de/10005428980