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Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans; Ghijsels, Hendrik - In: International journal of forecasting 15 (1999) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
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On forecasting cointegrated seasonal time series
Löf, Mårten; Franses, Philip Hans - In: International journal of forecasting 17 (2001) 4, pp. 607-621
Persistent link: https://www.econbiz.de/10001637765
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Unit roots in the Nelson-Plosser data : do they matter for forecasting?
Franses, Philip Hans - In: International journal of forecasting 12 (1996) 2, pp. 283-288
Persistent link: https://www.econbiz.de/10001204614
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A model selection strategy for time series with increasing seasonal variation
Franses, Philip Hans; Koehler, Anne B. - In: International journal of forecasting 14 (1998) 3, pp. 405-414
Persistent link: https://www.econbiz.de/10001367727
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A comprehensive evaluation of macroeconomic forecasting methods
Carriero, Andrea; Galvão, Ana Beatriz C.; Kapetanios, … - In: International journal of forecasting 35 (2019) 4, pp. 1226-1239
Persistent link: https://www.econbiz.de/10012305256
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A new approach for detecting shifts in forecast accuracy
Chiu, Ching Wai Jeremy; Hayes, Simon; Kapetanios, George; … - In: International journal of forecasting 35 (2019) 4, pp. 1596-1612
Persistent link: https://www.econbiz.de/10012305469
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Forecasting : theory and practice
Petropoulos, Fotios; Apiletti, Daniele; Assimakopoulos, V. - In: International journal of forecasting 38 (2022) 3, pp. 705-871
Persistent link: https://www.econbiz.de/10013349395