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Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin; Dijk, Dick van; Pooter, Michiel de - In: International journal of forecasting 25 (2009) 2, pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
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Macroeconomic forecasting with matched principal components
Heij, Christiaan; Dijk, Dick van; Groenen, Patrick J. F. - In: International journal of forecasting 24 (2008) 1, pp. 87-100
Persistent link: https://www.econbiz.de/10003661236
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Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a re-examination
Teräsvirta, Timo; Dijk, Dick van; Medeiros, Marcelo C. - In: International journal of forecasting 21 (2005) 4, pp. 755-774
Persistent link: https://www.econbiz.de/10003150707
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Comments on "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a re-examination
Novales, Alfonso - In: International journal of forecasting 21 (2005) 4, pp. 775-780
Persistent link: https://www.econbiz.de/10003150708
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Reply: [Comments on "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series : a re-examination]
Teräsvirta, Timo; Dijk, Dick van; Medeiros, Marcelo C. - In: International journal of forecasting 21 (2005) 4, pp. 781-783
Persistent link: https://www.econbiz.de/10003150710
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The asymmetry of judgemental confidence intervals in time series forecasting
O'Connor, Marcus J.; Remus, William E.; Griggs, Kenneth - In: International journal of forecasting 17 (2001) 4, pp. 623-633
Persistent link: https://www.econbiz.de/10001637773
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Time series characteristics and the widths of judgemental confidence intervals
O'Connor, Marcus J. - In: International journal of forecasting 7 (1992) 4, pp. 413-420
Persistent link: https://www.econbiz.de/10001124461
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Judgemental forecasting in times of change
O'Connor, Marcus J. - In: International journal of forecasting 9 (1993) 2, pp. 163-172
Persistent link: https://www.econbiz.de/10001148748
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An examination of the accuracy of judgmental extrapolation of time series
Lawrence, Michael J. - In: International journal of forecasting 1 (1985) 1, pp. 25-35
Persistent link: https://www.econbiz.de/10001033957
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Does reliable information improve the accuracy of judgmental forecasts?
Remus, William E. - In: International journal of forecasting 11 (1995) 2, pp. 285-293
Persistent link: https://www.econbiz.de/10001189976